+131.0%
HOOD vs ZCMD
-100.0%
+231.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -3.8% |
| 7D | +3.8% | -2.9% | +6.7% | +3.8% |
| 30D | -26.4% | -28.5% | +2.1% | -26.4% |
| 3M | -14.3% | -56.5% | +42.3% | -14.4% |
| 6M | +3.9% | -99.7% | +103.6% | +0.1% |
| YTD | -28.1% | -99.9% | +71.8% | -30.4% |
| 1Y | -38.8% | -99.9% | +61.1% | -40.9% |
| 3Y | +888.5% | -100.0% | +988.5% | +877.3% |
| 5Y | +131.0% | -100.0% | +231.0% | +146.5% |
| All | +131.0% | -100.0% | +231.0% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling