+57.1%
DHR vs ZCMD
-100.0%
+157.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.2% |
| 7D | -2.4% | -4.1% | +1.7% | -2.4% |
| 30D | -2.2% | -22.7% | +20.6% | -2.1% |
| 3M | +9.0% | -62.5% | +71.5% | +8.5% |
| 6M | +3.5% | -99.5% | +102.9% | +7.2% |
| YTD | -10.1% | -99.7% | +89.6% | -5.8% |
| 1Y | +6.2% | -99.9% | +106.1% | +12.8% |
| 3Y | -5.4% | -100.0% | +94.6% | +4.5% |
| 5Y | -27.9% | -100.0% | +72.1% | -20.3% |
| All | +57.1% | -100.0% | +157.1% | +79.9% |
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