+110.0%
FHN vs ZCMD
-100.0%
+210.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | -0.8% | -2.0% | +1.2% | -0.8% |
| 30D | -2.6% | -19.8% | +17.2% | -2.5% |
| 3M | +0.8% | -62.1% | +62.9% | +0.3% |
| 6M | +9.2% | -99.5% | +108.7% | +12.4% |
| YTD | +5.1% | -99.7% | +104.9% | +8.9% |
| 1Y | +12.2% | -99.9% | +112.1% | +17.2% |
| 3Y | +132.4% | -100.0% | +232.4% | +154.9% |
| 5Y | +91.1% | -100.0% | +191.1% | +109.5% |
| All | +110.0% | -100.0% | +210.0% | +205.6% |
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