+8.5%
HD vs ZBRA
-44.1%
+52.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | -1.2% | -1.5% | +0.3% | -0.8% |
| 30D | +20.9% | -15.6% | +36.5% | +26.1% |
| 3M | -0.2% | -14.5% | +14.4% | +3.6% |
| 6M | +14.5% | +50.9% | -36.4% | +0.1% |
| YTD | +4.3% | +34.8% | -30.5% | -6.5% |
| 1Y | -3.5% | +28.3% | -31.8% | -12.3% |
| 3Y | +30.1% | +58.8% | -28.7% | +3.8% |
| 5Y | +8.5% | -44.0% | +52.5% | +25.8% |
| All | +8.5% | -44.1% | +52.5% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling