+1,387.4%
HWM vs Z
-11.3%
+1,398.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.9% | +2.9% |
| 7D | +3.3% | -4.6% | +7.9% | +3.9% |
| 30D | -7.6% | +8.3% | -15.9% | -9.4% |
| 3M | -28.9% | -11.6% | -17.3% | -28.1% |
| 6M | -19.7% | -33.6% | +14.0% | -15.0% |
| YTD | +0.5% | -56.7% | +57.2% | +13.6% |
| 1Y | +0.3% | -59.1% | +59.4% | +14.3% |
| 3Y | +325.8% | -20.4% | +346.2% | +311.2% |
| 5Y | +524.7% | -55.3% | +580.0% | +543.4% |
| 10Y | +1,491.8% | -14.2% | +1,506.0% | +1,227.2% |
| All | +1,387.4% | -11.3% | +1,398.7% | +1,171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling