+94.0%
HPQ vs ZCMD
-100.0%
+194.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -7.0% | +15.4% | +8.4% |
| 7D | +9.8% | -5.4% | +15.2% | +9.8% |
| 30D | +22.4% | -24.8% | +47.1% | +22.4% |
| 3M | +45.2% | -62.8% | +107.9% | +44.1% |
| 6M | +96.4% | -99.5% | +196.0% | +98.3% |
| YTD | +65.4% | -99.8% | +165.2% | +68.6% |
| 1Y | +31.6% | -99.9% | +131.5% | +35.5% |
| 3Y | +37.0% | -100.0% | +137.0% | +47.6% |
| 5Y | +53.0% | -100.0% | +153.0% | +65.5% |
| All | +94.0% | -100.0% | +194.0% | +138.3% |
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