+3,769.4%
HDB vs ZBRA
+1,993.8%
+1,775.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | +0.4% | +1.8% | -1.3% | -0.2% |
| 30D | -2.8% | -1.7% | -1.1% | -2.4% |
| 3M | -3.5% | +47.8% | -51.3% | -16.5% |
| 6M | -24.7% | +56.7% | -81.5% | -36.5% |
| YTD | -36.6% | +49.4% | -85.9% | -46.1% |
| 1Y | -34.4% | +16.5% | -50.9% | -40.1% |
| 3Y | -24.4% | +31.5% | -55.8% | -37.3% |
| 5Y | -35.4% | -38.6% | +3.2% | -33.0% |
| 10Y | +39.5% | +421.0% | -381.4% | -43.3% |
| All | +3,769.4% | +1,993.8% | +1,775.6% | +729.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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