+415.4%
HALO vs ZCMD
-100.0%
+515.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.2% | +0.3% |
| 7D | -2.7% | -5.4% | +2.7% | -2.7% |
| 30D | +5.3% | -24.8% | +30.1% | +5.5% |
| 3M | +51.6% | -62.8% | +114.3% | +49.6% |
| 6M | +61.3% | -99.5% | +160.8% | +70.3% |
| YTD | +59.3% | -99.8% | +159.0% | +70.6% |
| 1Y | +38.3% | -99.9% | +138.2% | +51.3% |
| 3Y | +185.9% | -100.0% | +285.9% | +230.7% |
| 5Y | +159.9% | -100.0% | +259.9% | +201.4% |
| All | +415.4% | -100.0% | +515.4% | +582.7% |
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 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