-95.0%
HTZ vs ZCMD
-100.0%
+5.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.4% |
| 6M | -74.7% | -99.8% | +25.1% | -74.5% |
| YTD | -68.1% | -99.9% | +31.8% | -67.9% |
| 1Y | -73.5% | -99.9% | +26.4% | -73.4% |
| 3Y | -81.8% | -100.0% | +18.2% | -82.2% |
| All | -95.0% | -100.0% | +5.0% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling