+29.0%
HSY vs ZCMD
-100.0%
+129.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | -4.2% | -21.6% | +17.3% | -4.2% |
| 3M | -0.7% | -67.4% | +66.6% | -0.8% |
| 6M | -21.8% | -99.4% | +77.7% | -20.0% |
| YTD | -2.7% | -99.7% | +97.1% | -0.1% |
| 1Y | -4.8% | -99.9% | +95.1% | -1.7% |
| 3Y | -9.4% | -100.0% | +90.6% | -4.8% |
| 5Y | +11.3% | -100.0% | +111.3% | +16.9% |
| All | +29.0% | -100.0% | +129.0% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling