+131.7%
FHN vs ZCMD
-100.0%
+231.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -0.4% |
| 7D | 0.0% | -4.1% | +4.2% | 0.0% |
| 30D | -2.6% | -22.7% | +20.1% | -2.6% |
| 3M | 0.0% | -62.5% | +62.5% | 0.0% |
| 6M | +9.2% | -99.5% | +108.7% | +8.4% |
| YTD | +4.3% | -99.7% | +104.1% | +3.2% |
| 1Y | +10.8% | -99.9% | +110.6% | +8.9% |
| All | +131.7% | -100.0% | +231.7% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling