+16.9%
HON vs ZCMD
-100.0%
+116.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.3% |
| 7D | -2.6% | -2.0% | -0.6% | -2.6% |
| 30D | -11.9% | -19.8% | +7.9% | -11.9% |
| 3M | -6.1% | -62.1% | +56.0% | -6.4% |
| 6M | -19.2% | -99.5% | +80.3% | -19.1% |
| YTD | +0.2% | -99.7% | +99.9% | +0.4% |
| 1Y | -1.5% | -99.9% | +98.4% | -1.2% |
| All | +16.9% | -100.0% | +116.9% | +14.2% |
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