+26.4%
HPQ vs ZCMD
-100.0%
+126.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.0% |
| 7D | +3.5% | -2.0% | +5.5% | +3.5% |
| 30D | +13.7% | -19.8% | +33.5% | +13.6% |
| 3M | +33.9% | -62.1% | +95.9% | +33.5% |
| 6M | +80.9% | -99.5% | +180.4% | +75.6% |
| YTD | +52.6% | -99.7% | +152.3% | +48.4% |
| 1Y | +21.2% | -99.9% | +121.1% | +17.6% |
| All | +26.4% | -100.0% | +126.4% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling