+109.2%
HWM vs ZYBT
-58.4%
+167.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -8.0% | -3.7% | -4.4% | -8.0% |
| 30D | -18.0% | -12.8% | -5.2% | -18.0% |
| 3M | -9.5% | +76.2% | -85.7% | -9.5% |
| 6M | -8.4% | +109.3% | -117.7% | -9.2% |
| YTD | +13.6% | +36.5% | -22.9% | +13.4% |
| 1Y | +30.2% | -84.0% | +114.3% | +33.7% |
| All | +109.2% | -58.4% | +167.6% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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