-19.0%
HWM vs ZBRA
+30.3%
-49.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -3.0% | -1.1% |
| 7D | +7.3% | +0.6% | +6.7% | +7.3% |
| 30D | +1.6% | -14.0% | +15.6% | +2.0% |
| 3M | -21.9% | -14.7% | -7.2% | -21.6% |
| 6M | -19.0% | +31.3% | -50.3% | -20.0% |
| All | -19.0% | +30.3% | -49.3% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling