+741.5%
HWM vs ZETA
+329.5%
+412.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | 0.0% |
| 7D | -2.1% | +2.7% | -4.8% | -2.5% |
| 30D | -11.0% | +15.8% | -26.8% | -12.8% |
| 3M | +4.0% | +35.4% | -31.4% | -0.5% |
| 6M | -0.2% | +67.1% | -67.3% | -7.9% |
| YTD | +26.7% | +54.1% | -27.4% | +17.3% |
| 1Y | +44.7% | +67.8% | -23.1% | +31.3% |
| 3Y | +426.1% | +311.4% | +114.7% | +288.8% |
| All | +741.5% | +329.5% | +412.0% | +503.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling