+651.8%
HWM vs ZETA
+247.9%
+403.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.7% |
| 3M | +4.0% | +35.4% | -31.4% | -0.4% |
| 6M | -0.2% | +67.1% | -67.3% | -7.8% |
| YTD | +26.7% | +54.1% | -27.4% | +17.5% |
| 1Y | +44.7% | +67.8% | -23.1% | +31.6% |
| 3Y | +426.1% | +311.4% | +114.7% | +293.2% |
| 5Y | +738.5% | +324.8% | +413.7% | +508.0% |
| All | +651.8% | +247.9% | +403.9% | +461.8% |
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