+214.5%
HLT vs ZCMD
-100.0%
+314.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.1% | +7.1% | 0.0% |
| 7D | -1.6% | -5.4% | +3.8% | -1.6% |
| 30D | -5.0% | -24.8% | +19.8% | -4.9% |
| 3M | -10.4% | -62.8% | +52.4% | -10.8% |
| 6M | +3.2% | -99.5% | +102.8% | +6.0% |
| YTD | +6.7% | -99.8% | +106.5% | +10.1% |
| 1Y | +10.3% | -99.9% | +110.2% | +14.5% |
| 3Y | +99.3% | -100.0% | +199.3% | +118.0% |
| 5Y | +143.7% | -100.0% | +243.7% | +166.6% |
| All | +214.5% | -100.0% | +314.5% | +276.3% |
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