+550.0%
HWM vs ZETA
+318.9%
+231.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.6% | -5.4% | +1.3% |
| 7D | +5.0% | +18.8% | -13.8% | +2.7% |
| 30D | +1.5% | +12.6% | -11.1% | -0.1% |
| 3M | -20.3% | +29.5% | -49.8% | -23.1% |
| 6M | -18.0% | +128.6% | -146.6% | -27.1% |
| YTD | +9.5% | +85.5% | -76.0% | -1.0% |
| 1Y | +7.5% | +90.6% | -83.1% | -3.5% |
| 3Y | +355.7% | +358.0% | -2.4% | +236.6% |
| 5Y | +610.2% | +282.0% | +328.2% | +407.3% |
| All | +550.0% | +318.9% | +231.1% | +373.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling