+641.7%
HWM vs ZBRA
-39.1%
+680.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.8% | -7.9% | -9.9% |
| 7D | -9.2% | +2.6% | -11.7% | -9.7% |
| 30D | -17.9% | -6.4% | -11.5% | -16.3% |
| 3M | -6.0% | +51.3% | -57.3% | -18.2% |
| 6M | -7.4% | +60.5% | -67.9% | -21.4% |
| YTD | +13.1% | +45.2% | -32.1% | -1.6% |
| 1Y | +29.3% | +12.3% | +17.0% | +21.5% |
| 3Y | +389.9% | +37.5% | +352.4% | +319.0% |
| All | +641.7% | -39.1% | +680.8% | +719.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling