+86.8%
HST vs ZCMD
-100.0%
+186.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.5% | +0.5% |
| 7D | +0.9% | -5.4% | +6.3% | +0.9% |
| 30D | -2.5% | -24.8% | +22.3% | -2.3% |
| 3M | -5.1% | -62.8% | +57.7% | -5.6% |
| 6M | +21.6% | -99.5% | +121.1% | +27.5% |
| YTD | +31.6% | -99.8% | +131.4% | +39.5% |
| 1Y | +36.1% | -99.9% | +136.0% | +46.3% |
| 3Y | +66.5% | -100.0% | +166.5% | +88.8% |
| 5Y | +76.6% | -100.0% | +176.6% | +100.7% |
| All | +86.8% | -100.0% | +186.8% | +152.4% |
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 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