+59.8%
HD vs ZCMD
-100.0%
+159.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.7% | +1.0% |
| 7D | -2.1% | -8.0% | +5.9% | -2.0% |
| 30D | -8.4% | -27.9% | +19.5% | -8.2% |
| 3M | +4.3% | -74.6% | +78.9% | +4.6% |
| 6M | -11.1% | -99.5% | +88.3% | -6.8% |
| YTD | -4.7% | -99.7% | +95.1% | +1.1% |
| 1Y | -19.8% | -99.9% | +80.1% | -14.0% |
| 3Y | +4.1% | -100.0% | +104.1% | +14.7% |
| 5Y | +10.3% | -100.0% | +110.3% | +21.8% |
| All | +59.8% | -100.0% | +159.8% | +110.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling