+340.8%
HPE vs ZCMD
-100.0%
+440.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.7% | -4.5% | -6.3% |
| 7D | +1.4% | -2.0% | +3.5% | +1.4% |
| 30D | +1.5% | -19.8% | +21.4% | +1.5% |
| 3M | +21.7% | -62.1% | +83.8% | +21.4% |
| 6M | +164.2% | -99.5% | +263.7% | +147.4% |
| YTD | +132.1% | -99.7% | +231.8% | +117.0% |
| 1Y | +130.6% | -99.9% | +230.5% | +115.2% |
| 3Y | +244.1% | -100.0% | +344.1% | +214.7% |
| 5Y | +340.8% | -100.0% | +440.8% | +296.7% |
| All | +340.8% | -100.0% | +440.8% | +296.7% |
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 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