+389.9%
HWM vs ZCMD
-100.0%
+489.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.5% | -10.2% | -10.7% |
| 7D | -9.2% | -1.4% | -7.8% | -9.2% |
| 30D | -17.9% | -21.6% | +3.7% | -17.8% |
| 3M | -6.0% | -67.4% | +61.3% | -6.7% |
| 6M | -7.4% | -99.4% | +92.1% | -8.2% |
| YTD | +13.1% | -99.7% | +112.8% | +11.8% |
| 1Y | +29.3% | -99.9% | +129.2% | +27.5% |
| 3Y | +389.9% | -100.0% | +489.9% | +374.4% |
| All | +389.9% | -100.0% | +489.9% | +374.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling