+91.5%
HALO vs ZCMD
-99.9%
+191.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.4% | +1.3% |
| 7D | +0.2% | -13.3% | +13.6% | +0.2% |
| 30D | +20.3% | -49.6% | +70.0% | +20.2% |
| 3M | +56.6% | -54.6% | +111.2% | +56.3% |
| 6M | +101.9% | -99.8% | +201.6% | +98.0% |
| YTD | +93.7% | -99.9% | +193.5% | +90.3% |
| 1Y | +91.5% | -99.9% | +191.4% | +88.7% |
| All | +91.5% | -99.9% | +191.4% | +88.7% |
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 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