+256.9%
HL vs ZBRA
+435.2%
-178.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.8% |
| 7D | -4.4% | -3.4% | -0.9% | -3.4% |
| 30D | +9.3% | -7.4% | +16.7% | +11.8% |
| 3M | +32.0% | +57.5% | -25.5% | +13.1% |
| 6M | -6.4% | +64.0% | -70.4% | -21.3% |
| YTD | +3.1% | +44.3% | -41.2% | -10.9% |
| 1Y | +77.6% | +10.9% | +66.7% | +66.2% |
| 3Y | +392.8% | +37.5% | +355.3% | +314.3% |
| 5Y | +234.1% | -39.7% | +273.8% | +246.9% |
| All | +256.9% | +435.2% | -178.3% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling