+133.9%
HL vs ZCMD
-99.9%
+233.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -2.4% |
| 7D | +1.5% | -8.0% | +9.5% | +1.7% |
| 30D | +25.1% | -27.9% | +53.0% | +25.8% |
| 3M | +22.9% | -74.6% | +97.5% | +23.6% |
| 6M | -4.9% | -99.5% | +94.5% | -0.9% |
| YTD | +7.8% | -99.7% | +107.6% | +15.7% |
| 1Y | +133.9% | -99.9% | +233.8% | +166.0% |
| All | +133.9% | -99.9% | +233.8% | +166.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling