-3.8%
HSY vs ZCMD
-99.9%
+96.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.2% |
| 3M | -3.4% | -62.8% | +59.4% | -3.1% |
| 6M | -19.2% | -99.5% | +80.3% | -18.1% |
| YTD | -2.6% | -99.8% | +97.1% | -2.6% |
| 1Y | -3.8% | -99.9% | +96.1% | -0.5% |
| All | -3.8% | -99.9% | +96.1% | -0.5% |
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 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