-9.8%
HDB vs ZCMD
-100.0%
+90.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -7.1% | +13.9% | +6.9% |
| 7D | +0.7% | -5.4% | +6.1% | +0.7% |
| 30D | +1.0% | -24.8% | +25.8% | +1.3% |
| 3M | -2.0% | -62.8% | +60.8% | -3.5% |
| 6M | -18.1% | -99.5% | +81.4% | -14.0% |
| YTD | -36.1% | -99.8% | +63.6% | -32.1% |
| 1Y | -34.0% | -99.9% | +65.9% | -28.6% |
| 3Y | -26.7% | -100.0% | +73.3% | -16.8% |
| 5Y | -33.9% | -100.0% | +66.1% | -25.1% |
| All | -9.8% | -100.0% | +90.2% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling