+413.9%
HPE vs ZCMD
-100.0%
+513.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.2% | +7.7% |
| 7D | +10.1% | -1.4% | +11.5% | +10.1% |
| 30D | +5.3% | -21.6% | +26.9% | +5.3% |
| 3M | +12.7% | -67.4% | +80.0% | +11.9% |
| 6M | +167.7% | -99.4% | +267.1% | +156.1% |
| YTD | +135.5% | -99.7% | +235.2% | +126.1% |
| 1Y | +143.4% | -99.9% | +243.3% | +134.3% |
| 3Y | +249.2% | -100.0% | +349.2% | +239.9% |
| 5Y | +343.8% | -100.0% | +443.8% | +331.9% |
| All | +413.9% | -100.0% | +513.9% | +389.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling