+1,490.9%
HWM vs ZBRA
+373.1%
+1,117.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.7% |
| 7D | +11.1% | -1.2% | +12.3% | +11.6% |
| 30D | +3.0% | -17.8% | +20.7% | +10.0% |
| 3M | -20.7% | -16.0% | -4.7% | -16.1% |
| 6M | -17.2% | +31.4% | -48.6% | -27.7% |
| YTD | +9.1% | +30.9% | -21.8% | -5.8% |
| 1Y | +9.0% | +24.3% | -15.3% | -4.1% |
| 3Y | +353.8% | +54.2% | +299.7% | +247.2% |
| 5Y | +608.0% | -46.3% | +654.3% | +711.7% |
| All | +1,490.9% | +373.1% | +1,117.8% | +687.0% |
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