+101.0%
HAL vs ZCMD
-100.0%
+201.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.2% |
| 7D | +6.1% | -7.7% | +13.8% | +6.3% |
| 30D | +2.9% | -34.8% | +37.7% | +3.9% |
| 3M | +3.3% | -56.3% | +59.7% | +5.1% |
| 6M | -16.9% | -99.7% | +82.8% | -6.3% |
| YTD | +21.2% | -99.9% | +121.0% | +41.4% |
| 1Y | +27.5% | -99.9% | +127.5% | +51.1% |
| 3Y | -6.4% | -100.0% | +93.6% | +24.8% |
| 5Y | +58.0% | -100.0% | +158.0% | +119.9% |
| All | +101.0% | -100.0% | +201.0% | +357.1% |
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