-93.9%
HTZ vs ZCMD
-100.0%
+6.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.8% | -10.2% | -8.4% |
| 7D | -14.6% | -4.4% | -10.2% | -14.6% |
| 30D | -20.8% | -43.0% | +22.2% | -20.4% |
| 3M | -18.8% | -54.9% | +36.0% | -18.3% |
| 6M | -74.7% | -99.8% | +25.1% | -74.2% |
| YTD | -68.1% | -99.9% | +31.8% | -67.6% |
| 1Y | -73.5% | -99.9% | +26.4% | -73.0% |
| 3Y | -81.8% | -100.0% | +18.2% | -81.6% |
| 5Y | -95.2% | -100.0% | +4.8% | -95.1% |
| All | -93.9% | -100.0% | +6.1% | -94.0% |
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