+655.5%
HWM vs ZM
-67.8%
+723.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.8% | -5.9% | -10.0% |
| 7D | -9.2% | +1.6% | -10.8% | -9.3% |
| 30D | -17.9% | -7.7% | -10.1% | -17.0% |
| 3M | -6.0% | -4.7% | -1.4% | -5.7% |
| 6M | -7.4% | +24.4% | -31.8% | -11.8% |
| YTD | +13.1% | +11.8% | +1.3% | +9.1% |
| 1Y | +29.3% | +13.4% | +16.0% | +24.1% |
| 3Y | +389.9% | +33.8% | +356.1% | +348.8% |
| 5Y | +655.5% | -67.2% | +722.7% | +594.1% |
| All | +655.5% | -67.8% | +723.3% | +594.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling