+121.3%
HBM vs ZCMD
-99.9%
+221.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.9% |
| 7D | -6.4% | -8.0% | +1.6% | -6.2% |
| 30D | +5.9% | -27.9% | +33.8% | +6.4% |
| 3M | -8.9% | -74.6% | +65.7% | -10.3% |
| 6M | +10.7% | -99.5% | +110.1% | +4.0% |
| YTD | +38.3% | -99.7% | +138.0% | +33.2% |
| 1Y | +121.3% | -99.9% | +221.2% | +115.9% |
| All | +121.3% | -99.9% | +221.2% | +115.9% |
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