+274.9%
HUBB vs ZCMD
-100.0%
+374.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -2.1% |
| 7D | +1.1% | -4.1% | +5.2% | +1.1% |
| 30D | -9.6% | -22.7% | +13.1% | -9.5% |
| 3M | -6.2% | -62.5% | +56.3% | -6.8% |
| 6M | -6.2% | -99.5% | +93.3% | -4.5% |
| YTD | +3.4% | -99.7% | +103.1% | +5.5% |
| 1Y | +5.3% | -99.9% | +105.2% | +7.9% |
| 3Y | +44.4% | -100.0% | +144.3% | +51.3% |
| 5Y | +152.4% | -100.0% | +252.4% | +164.9% |
| All | +274.9% | -100.0% | +374.9% | +317.2% |
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