+1,441.4%
HWM vs ZM
+48.0%
+1,393.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | -8.0% | +0.3% | -8.4% | -8.0% |
| 30D | -18.0% | -10.3% | -7.7% | -18.1% |
| 3M | -9.5% | -0.7% | -8.8% | -9.5% |
| 6M | -8.4% | +24.8% | -33.2% | -8.2% |
| YTD | +13.6% | +11.5% | +2.2% | +13.8% |
| 1Y | +30.2% | +12.3% | +17.9% | +30.4% |
| 3Y | +392.2% | +33.5% | +358.8% | +393.1% |
| 5Y | +645.2% | -67.5% | +712.7% | +546.7% |
| All | +1,441.4% | +48.0% | +1,393.4% | +1,389.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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