+527.5%
HWM vs ZETA
+259.8%
+267.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.5% | +0.6% | +4.5% |
| 7D | +1.6% | +6.2% | -4.6% | +0.9% |
| 30D | -3.9% | -2.0% | -1.9% | -3.8% |
| 3M | -23.2% | +21.7% | -44.9% | -25.3% |
| 6M | -20.0% | +89.1% | -109.1% | -27.1% |
| YTD | +5.7% | +59.3% | -53.6% | -2.6% |
| 1Y | +4.9% | +66.2% | -61.3% | -4.2% |
| 3Y | +347.0% | +297.3% | +49.7% | +236.2% |
| 5Y | +563.0% | +227.5% | +335.5% | +382.8% |
| All | +527.5% | +259.8% | +267.7% | +366.1% |
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