+609.4%
HL vs ZCMD
-100.0%
+709.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.7% |
| 7D | +0.4% | -4.1% | +4.5% | +0.6% |
| 30D | +18.8% | -22.7% | +41.5% | +19.8% |
| 3M | +43.7% | -62.5% | +106.2% | +39.8% |
| 6M | -1.0% | -99.5% | +98.4% | +13.0% |
| YTD | +8.7% | -99.7% | +108.5% | +29.4% |
| 1Y | +105.0% | -99.9% | +204.9% | +156.5% |
| 3Y | +427.3% | -100.0% | +527.3% | +669.4% |
| 5Y | +249.3% | -100.0% | +349.3% | +410.3% |
| All | +609.4% | -100.0% | +709.4% | +1,481.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling