+10,080.0%
HD vs ZBRA
+9,227.6%
+852.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.6% |
| 7D | -2.1% | +1.8% | -3.8% | -2.4% |
| 30D | -8.4% | -1.7% | -6.7% | -8.1% |
| 3M | +4.3% | +47.8% | -43.4% | -4.7% |
| 6M | -11.1% | +56.7% | -67.9% | -20.1% |
| YTD | -4.7% | +49.4% | -54.1% | -13.8% |
| 1Y | -19.8% | +16.5% | -36.4% | -24.0% |
| 3Y | +4.1% | +31.5% | -27.3% | -6.0% |
| 5Y | +10.3% | -38.6% | +48.9% | +13.7% |
| 10Y | +203.2% | +421.0% | -217.8% | +100.6% |
| All | +10,080.0% | +9,227.6% | +852.4% | +3,851.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling