+655.5%
HWM vs ZBH
-30.7%
+686.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.9% | -6.8% | -9.7% |
| 7D | -9.2% | -5.2% | -4.0% | -7.8% |
| 30D | -17.9% | -2.4% | -15.4% | -17.2% |
| 3M | -6.0% | +8.3% | -14.3% | -8.3% |
| 6M | -7.4% | +0.7% | -8.0% | -8.0% |
| YTD | +13.1% | +5.3% | +7.8% | +10.7% |
| 1Y | +29.3% | -9.1% | +38.4% | +31.3% |
| 3Y | +389.9% | -19.7% | +409.6% | +413.0% |
| 5Y | +655.5% | -31.3% | +686.8% | +695.7% |
| All | +655.5% | -30.7% | +686.3% | +695.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling