+1,547.2%
HWM vs ZBRA
+423.6%
+1,123.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -12.5% | -3.8% | -8.7% | -11.2% |
| 30D | -19.0% | -10.2% | -8.8% | -15.8% |
| 3M | -8.6% | +58.7% | -67.3% | -24.8% |
| 6M | -10.2% | +61.9% | -72.1% | -27.4% |
| YTD | +11.3% | +41.7% | -30.3% | -6.0% |
| 1Y | +24.3% | +12.4% | +11.9% | +14.0% |
| 3Y | +382.3% | +34.2% | +348.1% | +293.2% |
| 5Y | +640.6% | -40.8% | +681.4% | +720.0% |
| All | +1,547.2% | +423.6% | +1,123.6% | +684.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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