+1,773.8%
HWM vs ZBH
+2.7%
+1,771.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -2.1% | -2.8% | +0.7% | -0.6% |
| 30D | -11.0% | -0.1% | -10.9% | -11.0% |
| 3M | +4.0% | +13.4% | -9.4% | -3.8% |
| 6M | -0.2% | +3.0% | -3.2% | -3.6% |
| YTD | +26.7% | +9.7% | +17.0% | +17.7% |
| 1Y | +44.7% | -5.4% | +50.1% | +43.8% |
| 3Y | +426.1% | -15.6% | +441.7% | +435.9% |
| 5Y | +738.5% | -28.1% | +766.6% | +827.1% |
| All | +1,773.8% | +2.7% | +1,771.1% | +1,527.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling