+76.2%
HBAN vs ZCMD
-100.0%
+176.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | -1.9% | -2.0% | +0.1% | -1.9% |
| 30D | -5.9% | -19.8% | +14.0% | -5.7% |
| 3M | +0.2% | -62.1% | +62.3% | +0.1% |
| 6M | +6.6% | -99.5% | +106.1% | +9.9% |
| YTD | -1.7% | -99.7% | +98.0% | +2.0% |
| 1Y | -1.7% | -99.9% | +98.2% | +2.9% |
| 3Y | +74.9% | -100.0% | +174.9% | +90.3% |
| 5Y | +36.0% | -100.0% | +136.0% | +47.8% |
| All | +76.2% | -100.0% | +176.2% | +120.6% |
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