+111.9%
HAL vs ZCMD
-100.0%
+211.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.8% |
| 7D | -1.3% | -4.1% | +2.8% | -1.3% |
| 30D | +10.9% | -22.7% | +33.6% | +11.1% |
| 3M | -5.8% | -62.5% | +56.6% | -6.5% |
| 6M | +8.1% | -99.5% | +107.6% | +13.5% |
| YTD | +33.2% | -99.7% | +132.9% | +41.6% |
| 1Y | +74.2% | -99.9% | +174.1% | +87.4% |
| 3Y | -3.7% | -100.0% | +96.3% | +5.7% |
| 5Y | +111.9% | -100.0% | +211.9% | +138.7% |
| All | +111.9% | -100.0% | +211.9% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling