+66.1%
HST vs ZCMD
-100.0%
+166.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +2.0% | -1.4% | +3.4% | +2.0% |
| 30D | -5.2% | -21.6% | +16.3% | -5.2% |
| 3M | -6.2% | -67.4% | +61.1% | -6.1% |
| 6M | +20.4% | -99.4% | +119.9% | +22.0% |
| YTD | +30.6% | -99.7% | +130.4% | +32.6% |
| 1Y | +37.4% | -99.9% | +137.2% | +39.4% |
| 3Y | +66.1% | -100.0% | +166.1% | +53.6% |
| All | +66.1% | -100.0% | +166.1% | +53.6% |
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 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