-3.4%
HUBB vs ZCMD
-99.9%
+96.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.6% | -2.4% |
| 7D | +0.2% | -13.3% | +13.5% | +0.3% |
| 30D | -8.8% | -49.6% | +40.8% | -8.5% |
| 3M | -12.5% | -54.6% | +42.1% | -12.1% |
| 6M | -14.5% | -99.8% | +85.2% | -9.9% |
| YTD | -0.4% | -99.9% | +99.4% | +5.2% |
| 1Y | -3.4% | -99.9% | +96.5% | +3.6% |
| All | -3.4% | -99.9% | +96.5% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling