+982.4%
HWM vs ZCMD
-100.0%
+1,082.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.3% | -0.4% |
| 7D | -2.1% | -8.0% | +5.9% | -2.0% |
| 30D | -11.0% | -27.9% | +16.9% | -10.8% |
| 3M | +4.0% | -74.6% | +78.6% | +3.3% |
| 6M | -0.2% | -99.5% | +99.2% | +1.8% |
| YTD | +26.7% | -99.7% | +126.4% | +30.2% |
| 1Y | +44.7% | -99.9% | +144.6% | +49.9% |
| 3Y | +426.1% | -100.0% | +526.1% | +468.6% |
| 5Y | +738.5% | -100.0% | +838.5% | +810.1% |
| All | +982.4% | -100.0% | +1,082.4% | +1,185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling