+25.6%
HAL vs ZCMD
-99.9%
+125.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -3.1% |
| 7D | -7.7% | -13.3% | +5.6% | -7.6% |
| 30D | +0.7% | -49.6% | +50.3% | +1.2% |
| 3M | +2.5% | -54.6% | +57.1% | +2.9% |
| 6M | -20.7% | -99.8% | +79.1% | -12.3% |
| YTD | +18.4% | -99.9% | +118.2% | +33.5% |
| 1Y | +25.6% | -99.9% | +125.5% | +46.0% |
| All | +25.6% | -99.9% | +125.5% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling