+37.5%
HAS vs ZCMD
-100.0%
+137.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -1.5% |
| 7D | -4.8% | -4.1% | -0.7% | -4.8% |
| 30D | -5.1% | -22.7% | +17.6% | -5.0% |
| 3M | +6.4% | -62.5% | +68.9% | +6.1% |
| 6M | -5.6% | -99.5% | +93.8% | -1.2% |
| YTD | +11.0% | -99.7% | +110.7% | +17.3% |
| 1Y | +16.8% | -99.9% | +116.7% | +25.0% |
| 3Y | +44.0% | -100.0% | +144.0% | +58.6% |
| 5Y | +11.0% | -100.0% | +111.0% | +22.4% |
| All | +37.5% | -100.0% | +137.5% | +75.8% |
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