+571.4%
HWM vs ZETA
+241.7%
+329.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.8% | -8.9% | -10.5% |
| 7D | -9.2% | -2.4% | -6.7% | -8.9% |
| 30D | -17.9% | +15.6% | -33.4% | -19.4% |
| 3M | -6.0% | +41.5% | -47.5% | -10.5% |
| 6M | -7.4% | +63.4% | -70.8% | -14.1% |
| YTD | +13.1% | +51.3% | -38.2% | +5.2% |
| 1Y | +29.3% | +65.8% | -36.5% | +17.7% |
| 3Y | +389.9% | +279.2% | +110.7% | +270.5% |
| 5Y | +655.5% | +341.8% | +313.8% | +447.5% |
| All | +571.4% | +241.7% | +329.6% | +403.0% |
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