+29.0%
HSY vs ZCMD
-100.0%
+129.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | -0.6% |
| 7D | +0.1% | -5.4% | +5.5% | +0.1% |
| 30D | -5.2% | -24.8% | +19.6% | -5.1% |
| 3M | -3.4% | -62.8% | +59.4% | -3.6% |
| 6M | -19.2% | -99.5% | +80.3% | -17.3% |
| YTD | -2.6% | -99.8% | +97.1% | -0.1% |
| 1Y | -3.8% | -99.9% | +96.1% | -0.5% |
| 3Y | -10.6% | -100.0% | +89.4% | -6.1% |
| 5Y | +12.3% | -100.0% | +112.3% | +18.1% |
| All | +29.0% | -100.0% | +129.0% | +46.5% |
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