+1,319.4%
HWM vs ZS
+517.5%
+802.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | 0.0% |
| 7D | -2.1% | -7.8% | +5.7% | -1.4% |
| 30D | -11.0% | +5.0% | -16.0% | -11.6% |
| 3M | +4.0% | +25.5% | -21.5% | +1.4% |
| 6M | -0.2% | +8.7% | -8.9% | -2.7% |
| YTD | +26.7% | -24.5% | +51.2% | +28.1% |
| 1Y | +44.7% | -36.7% | +81.4% | +49.0% |
| 3Y | +426.1% | +7.2% | +418.9% | +407.2% |
| 5Y | +738.5% | -40.9% | +779.4% | +715.2% |
| All | +1,319.4% | +517.5% | +802.0% | +994.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling