+536.9%
HWM vs Z
-55.4%
+592.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.9% | +2.8% |
| 7D | +3.3% | -4.6% | +7.9% | +3.8% |
| 30D | -7.6% | +8.3% | -15.9% | -9.1% |
| 3M | -28.9% | -11.6% | -17.3% | -28.2% |
| 6M | -19.7% | -33.6% | +14.0% | -15.6% |
| YTD | +0.5% | -56.7% | +57.2% | +12.1% |
| 1Y | +0.3% | -59.1% | +59.4% | +12.7% |
| 3Y | +325.8% | -20.4% | +346.2% | +307.9% |
| All | +536.9% | -55.4% | +592.4% | +561.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling