+73.9%
HST vs ZCMD
-100.0%
+173.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.2% | -0.1% |
| 7D | -0.3% | -4.1% | +3.8% | -0.3% |
| 30D | -2.8% | -22.7% | +19.9% | -2.7% |
| 3M | -6.5% | -62.5% | +56.0% | -6.4% |
| 6M | +20.7% | -99.5% | +120.2% | +23.1% |
| YTD | +30.5% | -99.7% | +130.2% | +33.5% |
| 1Y | +36.8% | -99.9% | +136.7% | +40.5% |
| 3Y | +65.9% | -100.0% | +165.9% | +73.6% |
| 5Y | +73.9% | -100.0% | +173.9% | +84.9% |
| All | +73.9% | -100.0% | +173.9% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling