+547.4%
HWM vs ZETA
+313.7%
+233.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +11.1% | +26.5% | -15.3% | +7.9% |
| 30D | +3.0% | +10.3% | -7.3% | +1.6% |
| 3M | -20.7% | +30.5% | -51.3% | -23.6% |
| 6M | -17.2% | +129.4% | -146.5% | -26.4% |
| YTD | +9.1% | +83.1% | -74.1% | -1.2% |
| 1Y | +9.0% | +82.1% | -73.0% | -1.4% |
| 3Y | +353.8% | +352.3% | +1.5% | +235.8% |
| 5Y | +608.0% | +293.1% | +314.9% | +405.9% |
| All | +547.4% | +313.7% | +233.8% | +372.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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