+101.0%
FHN vs ZCMD
-100.0%
+201.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.5% |
| 7D | +2.1% | -7.7% | +9.8% | +2.2% |
| 30D | +3.8% | -34.8% | +38.6% | +4.1% |
| 3M | -8.9% | -56.3% | +47.4% | -8.5% |
| 6M | +1.8% | -99.7% | +101.5% | +5.0% |
| YTD | +0.6% | -99.9% | +100.4% | +4.6% |
| 1Y | +12.9% | -99.9% | +112.8% | +17.9% |
| 3Y | +126.4% | -100.0% | +226.4% | +147.2% |
| 5Y | +62.3% | -100.0% | +162.3% | +81.0% |
| All | +101.0% | -100.0% | +201.0% | +193.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling