+88.3%
HAS vs ZCMD
-100.0%
+188.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +0.8% |
| 7D | +3.3% | -3.0% | +6.3% | +3.3% |
| 30D | +30.5% | -39.5% | +70.0% | +30.9% |
| 3M | +29.9% | -57.8% | +87.7% | +30.4% |
| 6M | +26.5% | -99.7% | +126.2% | +33.0% |
| YTD | +51.9% | -99.9% | +151.8% | +61.1% |
| 1Y | +60.9% | -99.9% | +160.8% | +71.4% |
| 3Y | +215.0% | -100.0% | +315.0% | +246.5% |
| 5Y | +51.5% | -100.0% | +151.5% | +68.1% |
| All | +88.3% | -100.0% | +188.3% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling