+1,547.2%
HWM vs ZBH
-3.2%
+1,550.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.8% |
| 7D | -12.5% | -6.6% | -6.0% | -9.1% |
| 30D | -19.0% | -4.9% | -14.1% | -16.7% |
| 3M | -8.6% | +5.1% | -13.7% | -11.8% |
| 6M | -10.2% | +1.3% | -11.5% | -12.4% |
| YTD | +11.3% | +3.4% | +8.0% | +7.0% |
| 1Y | +24.3% | -8.7% | +32.9% | +25.9% |
| 3Y | +382.3% | -21.2% | +403.5% | +411.9% |
| 5Y | +640.6% | -29.2% | +669.8% | +719.6% |
| All | +1,547.2% | -3.2% | +1,550.3% | +1,379.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling