+154.0%
DHI vs ZCMD
-100.0%
+254.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.1% | +8.8% | +1.8% |
| 7D | -3.4% | -5.4% | +2.0% | -3.4% |
| 30D | -5.4% | -24.8% | +19.3% | -5.3% |
| 3M | -10.4% | -62.8% | +52.3% | -10.9% |
| 6M | -2.8% | -99.5% | +96.8% | +2.8% |
| YTD | -3.4% | -99.8% | +96.3% | +3.4% |
| 1Y | -22.9% | -99.9% | +77.0% | -16.1% |
| 3Y | +20.7% | -100.0% | +120.7% | +36.4% |
| 5Y | +62.1% | -100.0% | +162.1% | +83.9% |
| All | +154.0% | -100.0% | +254.0% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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