+392.8%
HL vs ZCMD
-100.0%
+492.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.1% | +5.9% | -1.0% |
| 7D | -4.4% | -5.4% | +1.1% | -4.2% |
| 30D | +9.3% | -24.8% | +34.1% | +9.8% |
| 3M | +32.0% | -62.8% | +94.8% | +30.9% |
| 6M | -6.4% | -99.5% | +93.1% | -2.9% |
| YTD | +3.1% | -99.8% | +102.9% | +8.1% |
| 1Y | +77.6% | -99.9% | +177.5% | +88.4% |
| 3Y | +392.8% | -100.0% | +492.8% | +353.4% |
| All | +392.8% | -100.0% | +492.8% | +353.4% |
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 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