+7.4%
HD vs ZCMD
-100.0%
+107.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -1.2% | -1.4% | +0.2% | -1.2% |
| 30D | -11.1% | -21.6% | +10.4% | -11.1% |
| 3M | +2.0% | -67.4% | +69.4% | +2.2% |
| 6M | -10.5% | -99.4% | +89.0% | -7.2% |
| YTD | -6.9% | -99.7% | +92.9% | -2.7% |
| 1Y | -23.2% | -99.9% | +76.7% | -19.3% |
| 3Y | +3.1% | -100.0% | +103.1% | +8.2% |
| 5Y | +7.4% | -100.0% | +107.4% | +11.3% |
| All | +7.4% | -100.0% | +107.4% | +11.3% |
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