+50.1%
HALO vs ZCMD
-99.9%
+150.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.2% | -0.5% |
| 7D | +4.6% | -8.0% | +12.6% | +4.6% |
| 30D | +31.8% | -27.9% | +59.7% | +31.7% |
| 3M | +53.9% | -74.6% | +128.5% | +52.9% |
| 6M | +57.4% | -99.5% | +156.8% | +55.9% |
| YTD | +63.7% | -99.7% | +163.5% | +61.4% |
| 1Y | +50.1% | -99.9% | +150.0% | +49.4% |
| All | +50.1% | -99.9% | +150.0% | +49.4% |
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