+26.8%
HWM vs ZS
-41.6%
+68.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.4% |
| 7D | -8.0% | -3.8% | -4.2% | -8.0% |
| 30D | -18.0% | -6.0% | -12.0% | -18.0% |
| 3M | -9.5% | +32.0% | -41.5% | -9.4% |
| 6M | -8.4% | +2.1% | -10.5% | -7.0% |
| YTD | +13.6% | -26.2% | +39.8% | +20.4% |
| All | +26.8% | -41.6% | +68.4% | +40.8% |
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