+72.8%
HCA vs ZCMD
-100.0%
+172.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.1% | +8.4% | +1.4% |
| 7D | +5.4% | -5.4% | +10.8% | +5.4% |
| 30D | +3.0% | -24.8% | +27.8% | +3.0% |
| 3M | +13.0% | -62.8% | +75.8% | +12.4% |
| 6M | -20.3% | -99.5% | +79.3% | -18.5% |
| YTD | -8.2% | -99.8% | +91.5% | -6.0% |
| 1Y | +6.7% | -99.9% | +106.6% | +10.2% |
| 3Y | +60.4% | -100.0% | +160.4% | +65.9% |
| All | +72.8% | -100.0% | +172.8% | +77.9% |
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 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