+1,520.0%
HWM vs ZBRA
+398.4%
+1,121.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.6% |
| 7D | +5.0% | -1.5% | +6.5% | +5.6% |
| 30D | +1.5% | -15.6% | +17.1% | +7.4% |
| 3M | -20.3% | -14.5% | -5.8% | -16.2% |
| 6M | -18.0% | +50.9% | -68.9% | -32.3% |
| YTD | +9.5% | +34.8% | -25.4% | -6.4% |
| 1Y | +7.5% | +28.3% | -20.9% | -6.6% |
| 3Y | +355.7% | +58.8% | +296.8% | +245.0% |
| 5Y | +610.2% | -44.0% | +654.2% | +701.1% |
| 10Y | +1,516.8% | +389.6% | +1,127.2% | +681.5% |
| All | +1,520.0% | +398.4% | +1,121.6% | +681.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling