+610.2%
HWM vs ZCMD
-100.0%
+710.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.3% |
| 7D | +5.0% | +1.4% | +3.6% | +5.0% |
| 30D | +1.5% | -29.9% | +31.4% | +1.6% |
| 3M | -20.3% | -54.9% | +34.5% | -20.2% |
| 6M | -18.0% | -99.7% | +81.6% | -18.2% |
| YTD | +9.5% | -99.9% | +109.4% | +9.2% |
| 1Y | +7.5% | -99.9% | +107.4% | +7.2% |
| 3Y | +355.7% | -100.0% | +455.6% | +357.0% |
| 5Y | +610.2% | -100.0% | +710.2% | +619.7% |
| All | +610.2% | -100.0% | +710.2% | +619.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling