+871.1%
HWM vs ZCMD
-100.0%
+971.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | +0.4% |
| 7D | -8.0% | -4.1% | -3.9% | -8.0% |
| 30D | -18.0% | -22.7% | +4.7% | -17.9% |
| 3M | -9.5% | -62.5% | +53.0% | -10.4% |
| 6M | -8.4% | -99.5% | +91.1% | -6.5% |
| YTD | +13.6% | -99.7% | +113.4% | +16.8% |
| 1Y | +30.2% | -99.9% | +130.1% | +35.1% |
| 3Y | +392.2% | -100.0% | +492.2% | +431.6% |
| 5Y | +645.2% | -100.0% | +745.2% | +706.5% |
| All | +871.1% | -100.0% | +971.1% | +1,052.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling