-38.1%
HDB vs ZCMD
-100.0%
+61.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.1% |
| 7D | -6.2% | -2.0% | -4.1% | -6.2% |
| 30D | -6.2% | -19.8% | +13.6% | -6.1% |
| 3M | -5.9% | -62.1% | +56.2% | -7.1% |
| 6M | -25.9% | -99.5% | +73.6% | -23.0% |
| YTD | -40.2% | -99.7% | +59.5% | -37.3% |
| 1Y | -38.0% | -99.9% | +61.9% | -34.0% |
| 3Y | -30.5% | -100.0% | +69.5% | -22.1% |
| 5Y | -38.1% | -100.0% | +61.9% | -32.4% |
| All | -38.1% | -100.0% | +61.9% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling