+31.7%
HD vs ZCMD
-100.0%
+131.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | -1.2% | +1.4% | -2.5% | -1.2% |
| 30D | +20.9% | -29.9% | +50.7% | +21.1% |
| 3M | -0.2% | -54.9% | +54.7% | +0.1% |
| 6M | +14.5% | -99.7% | +114.2% | +19.3% |
| YTD | +4.3% | -99.9% | +104.2% | +9.6% |
| 1Y | -3.5% | -99.9% | +96.4% | +1.8% |
| All | +31.7% | -100.0% | +131.7% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling