+203.4%
HD vs ZBRA
+425.5%
-222.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -3.9% | -3.8% | -0.1% | -2.9% |
| 30D | -13.1% | -10.2% | -2.9% | -10.6% |
| 3M | -3.4% | +58.7% | -62.1% | -16.2% |
| 6M | -12.6% | +61.9% | -74.5% | -25.1% |
| YTD | -9.2% | +41.7% | -50.9% | -19.8% |
| 1Y | -23.9% | +12.4% | -36.3% | -28.6% |
| 3Y | +0.4% | +34.2% | -33.7% | -14.1% |
| 5Y | +4.5% | -40.8% | +45.3% | +10.3% |
| All | +203.4% | +425.5% | -222.1% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling