+608.0%
HWM vs Z
-54.7%
+662.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | +11.1% | -4.9% | +16.1% | +11.9% |
| 30D | +3.0% | +3.0% | 0.0% | +2.0% |
| 3M | -20.7% | -13.4% | -7.3% | -19.7% |
| 6M | -17.2% | -27.3% | +10.1% | -14.2% |
| YTD | +9.1% | -57.8% | +66.8% | +22.0% |
| 1Y | +9.0% | -60.0% | +69.1% | +22.8% |
| 3Y | +353.8% | -21.5% | +375.4% | +335.4% |
| 5Y | +608.0% | -55.0% | +663.0% | +626.1% |
| All | +608.0% | -54.7% | +662.8% | +626.1% |
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