+925.3%
HBM vs ZCMD
-100.0%
+1,025.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.1% | +6.6% | -0.3% |
| 7D | -3.3% | -5.4% | +2.1% | -3.1% |
| 30D | -4.8% | -24.8% | +20.0% | -4.2% |
| 3M | -0.4% | -62.8% | +62.4% | -2.3% |
| 6M | +17.9% | -99.5% | +117.4% | +26.0% |
| YTD | +33.7% | -99.8% | +133.5% | +46.4% |
| 1Y | +95.6% | -99.9% | +195.5% | +121.5% |
| 3Y | +458.1% | -100.0% | +558.1% | +604.9% |
| 5Y | +329.0% | -100.0% | +429.0% | +447.5% |
| All | +925.3% | -100.0% | +1,025.3% | +1,444.4% |
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