+73.3%
HD vs ZCMD
-100.0%
+173.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.8% |
| 7D | -0.5% | -2.9% | +2.4% | -0.5% |
| 30D | +18.5% | -28.5% | +46.9% | +18.8% |
| 3M | +2.2% | -56.5% | +58.7% | +2.7% |
| 6M | +13.8% | -99.7% | +113.5% | +19.8% |
| YTD | +3.4% | -99.9% | +103.3% | +10.2% |
| 1Y | -3.5% | -99.9% | +96.4% | +3.3% |
| 3Y | +29.0% | -100.0% | +129.0% | +42.2% |
| 5Y | +6.1% | -100.0% | +106.1% | +18.0% |
| All | +73.3% | -100.0% | +173.3% | +129.6% |
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 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