-13.0%
HUBS vs ZCMD
-99.5%
+86.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.9% | +0.6% |
| 7D | -9.0% | -5.4% | -3.6% | -9.1% |
| 30D | +7.2% | -24.8% | +32.0% | +6.5% |
| 3M | +20.9% | -62.8% | +83.7% | +23.0% |
| 6M | -13.0% | -99.5% | +86.5% | -7.8% |
| All | -13.0% | -99.5% | +86.5% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling