+16.8%
HAS vs ZCMD
-99.9%
+116.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.1% |
| 3M | +6.4% | -62.5% | +68.9% | +7.4% |
| 6M | -5.6% | -99.5% | +93.8% | +1.3% |
| YTD | +11.0% | -99.7% | +110.7% | +20.8% |
| 1Y | +16.8% | -99.9% | +116.7% | +33.4% |
| All | +16.8% | -99.9% | +116.7% | +33.4% |
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