+87.7%
HAS vs ZCMD
-100.0%
+187.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -2.0% |
| 7D | +1.6% | -2.9% | +4.5% | +1.6% |
| 30D | +26.6% | -28.5% | +55.1% | +26.8% |
| 3M | +29.0% | -56.5% | +85.5% | +29.5% |
| 6M | +30.6% | -99.7% | +130.2% | +37.0% |
| YTD | +51.5% | -99.9% | +151.4% | +60.7% |
| 1Y | +58.5% | -99.9% | +158.4% | +68.9% |
| 3Y | +214.1% | -100.0% | +314.1% | +245.7% |
| 5Y | +50.2% | -100.0% | +150.2% | +66.7% |
| All | +87.7% | -100.0% | +187.7% | +140.8% |
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