-9.3%
HAL vs ZCMD
-100.0%
+90.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.5% |
| 7D | +2.6% | -2.9% | +5.6% | +2.7% |
| 30D | -0.1% | -28.5% | +28.4% | +0.2% |
| 3M | -1.1% | -56.5% | +55.4% | -0.5% |
| 6M | -20.7% | -99.7% | +78.9% | -16.6% |
| YTD | +17.5% | -99.9% | +117.4% | +25.4% |
| 1Y | +24.1% | -99.9% | +124.0% | +33.0% |
| All | -9.3% | -100.0% | +90.7% | -3.1% |
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 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