+52.5%
HST vs ZCMD
-99.9%
+152.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -1.0% |
| 7D | +3.6% | -2.9% | +6.5% | +3.6% |
| 30D | +9.9% | -28.5% | +38.4% | +9.9% |
| 3M | +12.9% | -56.5% | +69.5% | +13.0% |
| 6M | +22.9% | -99.7% | +122.5% | +29.1% |
| YTD | +52.4% | -99.9% | +152.3% | +62.3% |
| 1Y | +52.5% | -99.9% | +152.4% | +68.6% |
| All | +52.5% | -99.9% | +152.4% | +68.6% |
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