-47.0%
HTZ vs ZCMD
-99.5%
+52.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.1% | +1.4% |
| 7D | +7.5% | -8.0% | +15.5% | +7.6% |
| 30D | +47.4% | -27.9% | +75.3% | +48.0% |
| 3M | -54.9% | -74.6% | +19.7% | -54.1% |
| 6M | -47.0% | -99.5% | +52.4% | -45.0% |
| All | -47.0% | -99.5% | +52.4% | -45.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling