+36.3%
HBAN vs ZCMD
-100.0%
+136.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.8% | +0.8% |
| 7D | -1.0% | -5.4% | +4.4% | -1.0% |
| 30D | -5.6% | -24.8% | +19.2% | -5.5% |
| 3M | -1.1% | -62.8% | +61.6% | -0.9% |
| 6M | +9.9% | -99.5% | +109.4% | +10.9% |
| YTD | -0.9% | -99.8% | +98.8% | +0.1% |
| 1Y | -1.4% | -99.9% | +98.5% | -0.2% |
| 3Y | +78.2% | -100.0% | +178.2% | +81.7% |
| All | +36.3% | -100.0% | +136.3% | +34.7% |
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