+851.5%
HWM vs ZCMD
-100.0%
+951.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.0% |
| 7D | -12.5% | -2.0% | -10.5% | -12.5% |
| 30D | -19.0% | -19.8% | +0.8% | -18.9% |
| 3M | -8.6% | -62.1% | +53.5% | -9.5% |
| 6M | -10.2% | -99.5% | +89.3% | -8.2% |
| YTD | +11.3% | -99.7% | +111.1% | +14.4% |
| 1Y | +24.3% | -99.9% | +124.1% | +28.8% |
| 3Y | +382.3% | -100.0% | +482.2% | +420.9% |
| 5Y | +640.6% | -100.0% | +740.6% | +701.6% |
| All | +851.5% | -100.0% | +951.5% | +1,029.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ZCMD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling