+40.1%
HON vs ZCMD
-100.0%
+140.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.1% | +7.2% | +0.1% |
| 7D | -3.5% | -5.4% | +2.0% | -3.4% |
| 30D | -13.8% | -24.8% | +11.0% | -13.7% |
| 3M | -11.7% | -62.8% | +51.1% | -12.2% |
| 6M | -18.7% | -99.5% | +80.8% | -17.4% |
| YTD | +0.2% | -99.8% | +100.0% | +2.4% |
| 1Y | -3.1% | -99.9% | +96.8% | -0.4% |
| 3Y | +17.0% | -100.0% | +117.0% | +22.7% |
| 5Y | +2.0% | -100.0% | +102.0% | +7.1% |
| All | +40.1% | -100.0% | +140.1% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling