+279.4%
HUBB vs ZCMD
-100.0%
+379.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.1% | +8.8% | +1.8% |
| 7D | -0.1% | -5.4% | +5.4% | 0.0% |
| 30D | -10.0% | -24.8% | +14.8% | -9.9% |
| 3M | -1.6% | -62.8% | +61.2% | -2.2% |
| 6M | -3.1% | -99.5% | +96.4% | -1.3% |
| YTD | +4.6% | -99.8% | +104.3% | +6.8% |
| 1Y | +3.3% | -99.9% | +103.2% | +6.0% |
| 3Y | +46.6% | -100.0% | +146.6% | +53.7% |
| 5Y | +158.7% | -100.0% | +258.7% | +171.7% |
| All | +279.4% | -100.0% | +379.4% | +322.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling