+469.4%
HPE vs ZCMD
-100.0%
+569.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -7.1% | +19.5% | +12.4% |
| 7D | +19.4% | -5.4% | +24.8% | +19.4% |
| 30D | +5.6% | -24.8% | +30.4% | +5.6% |
| 3M | +33.1% | -62.8% | +95.9% | +32.7% |
| 6M | +192.5% | -99.5% | +292.0% | +180.1% |
| YTD | +160.9% | -99.8% | +260.7% | +150.6% |
| 1Y | +155.0% | -99.9% | +254.9% | +145.6% |
| 3Y | +289.4% | -100.0% | +389.4% | +279.0% |
| 5Y | +395.7% | -100.0% | +495.7% | +382.7% |
| All | +469.4% | -100.0% | +569.4% | +442.7% |
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