+15.3%
HAS vs ZCMD
-100.0%
+115.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.5% |
| 7D | -1.8% | -8.0% | +6.2% | -1.8% |
| 30D | +2.3% | -27.9% | +30.1% | +2.4% |
| 3M | +10.4% | -74.6% | +84.9% | +10.8% |
| 6M | -3.2% | -99.5% | +96.2% | +1.1% |
| YTD | +15.4% | -99.7% | +115.2% | +21.7% |
| 1Y | +18.8% | -99.9% | +118.7% | +26.5% |
| 3Y | +43.9% | -100.0% | +143.9% | +58.8% |
| All | +15.3% | -100.0% | +115.3% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling