-7.5%
HDB vs ZCMD
-100.0%
+92.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.5% |
| 7D | +2.7% | -7.7% | +10.4% | +2.8% |
| 30D | +14.1% | -34.8% | +48.9% | +14.4% |
| 3M | +11.8% | -56.3% | +68.1% | +12.2% |
| 6M | +8.2% | -99.7% | +107.8% | +10.5% |
| YTD | -29.3% | -99.9% | +70.6% | -27.3% |
| 1Y | -28.8% | -99.9% | +71.1% | -26.4% |
| 3Y | -7.5% | -100.0% | +92.5% | -3.9% |
| All | -7.5% | -100.0% | +92.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling