-18.0%
HWM vs ZETA
+124.4%
-142.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.6% | -5.4% | +2.1% |
| 7D | +5.0% | +18.8% | -13.8% | +4.5% |
| 30D | +1.5% | +12.6% | -11.1% | +1.0% |
| 3M | -20.3% | +29.5% | -49.8% | -20.4% |
| 6M | -18.0% | +128.6% | -146.6% | -14.9% |
| All | -18.0% | +124.4% | -142.4% | -14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling