+31.1%
HUM vs ZCMD
-100.0%
+131.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.0% | +9.3% | +2.3% |
| 7D | +2.1% | -5.4% | +7.5% | +2.1% |
| 30D | +5.4% | -24.8% | +30.2% | +5.4% |
| 3M | +11.4% | -62.8% | +74.2% | +11.7% |
| 6M | +141.5% | -99.5% | +241.0% | +150.0% |
| YTD | +61.2% | -99.8% | +160.9% | +68.9% |
| 1Y | +49.2% | -99.9% | +149.1% | +58.5% |
| 3Y | -9.0% | -100.0% | +91.0% | -0.4% |
| 5Y | +7.2% | -100.0% | +107.2% | +17.4% |
| All | +31.1% | -100.0% | +131.1% | +52.7% |
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