+21.3%
HPQ vs ZCMD
-99.9%
+121.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.0% | +8.9% | +5.9% |
| 7D | -7.8% | -13.3% | +5.6% | -7.8% |
| 30D | -4.9% | -49.6% | +44.7% | -5.2% |
| 3M | +4.9% | -54.6% | +59.5% | +4.6% |
| 6M | +47.1% | -99.8% | +146.8% | +40.7% |
| YTD | +39.5% | -99.9% | +139.4% | +36.2% |
| 1Y | +21.3% | -99.9% | +121.2% | +21.9% |
| All | +21.3% | -99.9% | +121.2% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling