-94.3%
HTZ vs ZCMD
-100.0%
+5.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.6% | -1.5% | -6.1% |
| 7D | -14.0% | -2.9% | -11.0% | -13.9% |
| 30D | -19.8% | -28.5% | +8.7% | -19.6% |
| 3M | -45.0% | -56.5% | +11.5% | -44.6% |
| 6M | -73.2% | -99.7% | +26.4% | -72.8% |
| YTD | -70.0% | -99.9% | +29.8% | -69.5% |
| 1Y | -75.7% | -99.9% | +24.2% | -75.3% |
| 3Y | -82.1% | -100.0% | +17.9% | -81.8% |
| 5Y | -94.3% | -100.0% | +5.7% | -94.2% |
| All | -94.3% | -100.0% | +5.7% | -94.4% |
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 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