+113.3%
HAL vs ZCMD
-100.0%
+213.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.4% | -0.5% |
| 7D | -3.3% | -5.4% | +2.1% | -3.2% |
| 30D | +8.2% | -24.8% | +32.9% | +8.8% |
| 3M | -9.4% | -62.8% | +53.4% | -11.3% |
| 6M | +0.6% | -99.5% | +100.2% | +12.9% |
| YTD | +28.6% | -99.8% | +128.3% | +48.2% |
| 1Y | +63.9% | -99.9% | +163.8% | +96.2% |
| 3Y | -7.1% | -100.0% | +92.9% | +24.6% |
| 5Y | +102.3% | -100.0% | +202.3% | +171.6% |
| All | +113.3% | -100.0% | +213.3% | +379.3% |
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