-16.7%
HD vs ZYBT
-57.8%
+41.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | -3.9% | -2.5% | -1.4% | -3.9% |
| 30D | -13.1% | -1.2% | -11.9% | -13.1% |
| 3M | -3.4% | +76.7% | -80.1% | -2.1% |
| 6M | -12.6% | +103.6% | -116.1% | -11.8% |
| YTD | -9.2% | +38.3% | -47.5% | -8.0% |
| 1Y | -23.9% | -84.7% | +60.8% | -20.9% |
| All | -16.7% | -57.8% | +41.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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