-28.0%
DHR vs ZCMD
-100.0%
+72.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.9% | -0.2% |
| 7D | -3.6% | -5.4% | +1.8% | -3.6% |
| 30D | -2.7% | -24.8% | +22.0% | -2.8% |
| 3M | +10.9% | -62.8% | +73.7% | +10.7% |
| 6M | +3.0% | -99.5% | +102.6% | +5.7% |
| YTD | -12.2% | -99.8% | +87.6% | -9.3% |
| 1Y | +3.3% | -99.9% | +103.2% | +7.8% |
| 3Y | -8.2% | -100.0% | +91.8% | -0.8% |
| All | -28.0% | -100.0% | +72.0% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling