-91.5%
HTZ vs ZCMD
-100.0%
+8.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.1% | +1.4% |
| 7D | +7.5% | -8.0% | +15.5% | +7.6% |
| 30D | +47.4% | -27.9% | +75.3% | +47.8% |
| 3M | -54.9% | -74.6% | +19.7% | -55.0% |
| 6M | -47.0% | -99.5% | +52.4% | -46.4% |
| YTD | -55.3% | -99.7% | +44.5% | -54.7% |
| 1Y | -57.6% | -99.9% | +42.2% | -57.1% |
| 3Y | -86.6% | -100.0% | +13.4% | -86.5% |
| 5Y | -86.1% | -100.0% | +13.9% | -86.5% |
| All | -91.5% | -100.0% | +8.5% | -91.6% |
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