-9.0%
HUM vs ZCMD
-100.0%
+91.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.1% | +9.3% | +2.2% |
| 7D | +2.1% | -5.4% | +7.5% | +2.0% |
| 30D | +5.4% | -24.8% | +30.2% | +5.3% |
| 3M | +11.4% | -62.8% | +74.2% | +12.2% |
| 6M | +141.5% | -99.5% | +241.0% | +145.9% |
| YTD | +61.2% | -99.8% | +160.9% | +65.8% |
| 1Y | +49.2% | -99.9% | +149.1% | +54.8% |
| 3Y | -9.0% | -100.0% | +91.0% | -8.3% |
| All | -9.0% | -100.0% | +91.0% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling