-91.6%
HTZ vs ZCMD
-100.0%
+8.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.0% | +12.2% | +9.2% |
| 7D | +18.9% | -13.3% | +32.3% | +19.1% |
| 30D | +26.3% | -49.6% | +75.9% | +27.0% |
| 3M | +49.7% | -54.6% | +104.3% | +50.5% |
| 6M | -61.1% | -99.8% | +38.7% | -60.4% |
| YTD | -56.0% | -99.9% | +43.8% | -55.3% |
| 1Y | -66.4% | -99.9% | +33.5% | -65.8% |
| 3Y | -75.8% | -100.0% | +24.2% | -75.5% |
| 5Y | -93.1% | -100.0% | +6.9% | -93.0% |
| All | -91.6% | -100.0% | +8.4% | -91.7% |
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