+4.4%
HWM vs ZS
-31.8%
+36.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | +9.4% | -12.3% | +21.7% | +9.0% |
| 30D | -7.0% | +11.2% | -18.2% | -6.8% |
| 3M | -25.9% | +37.5% | -63.4% | -25.6% |
| 6M | -10.8% | +57.8% | -68.7% | -9.3% |
| YTD | +4.3% | -0.2% | +4.5% | +9.8% |
| 1Y | +4.4% | -31.6% | +36.0% | +15.2% |
| All | +4.4% | -31.8% | +36.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling