+655.5%
HWM vs ZS
-42.6%
+698.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.6% | -6.1% | -10.1% |
| 7D | -9.2% | -9.2% | 0.0% | -8.0% |
| 30D | -17.9% | -4.0% | -13.9% | -17.6% |
| 3M | -6.0% | +25.3% | -31.3% | -9.2% |
| 6M | -7.4% | -1.3% | -6.1% | -9.2% |
| YTD | +13.1% | -28.0% | +41.1% | +16.0% |
| 1Y | +29.3% | -42.5% | +71.8% | +37.4% |
| 3Y | +389.9% | +0.7% | +389.2% | +367.1% |
| 5Y | +655.5% | -42.3% | +697.8% | +625.8% |
| All | +655.5% | -42.6% | +698.2% | +625.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling