+75.4%
HPQ vs ZCMD
-100.0%
+175.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.0% | -0.1% | +3.9% |
| 7D | +1.3% | -4.1% | +5.4% | +1.3% |
| 30D | +8.7% | -22.7% | +31.4% | +8.8% |
| 3M | +31.5% | -62.5% | +94.0% | +30.5% |
| 6M | +76.0% | -99.5% | +175.5% | +77.4% |
| YTD | +49.5% | -99.7% | +149.3% | +52.4% |
| 1Y | +17.3% | -99.9% | +117.2% | +20.7% |
| 3Y | +24.4% | -100.0% | +124.3% | +33.9% |
| 5Y | +37.3% | -100.0% | +137.3% | +48.5% |
| All | +75.4% | -100.0% | +175.4% | +115.4% |
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