+1,893.4%
HUT vs ZCMD
-100.0%
+1,993.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -5.5% |
| 7D | +2.8% | -2.0% | +4.9% | +2.9% |
| 30D | +2.1% | -19.8% | +21.9% | +2.6% |
| 3M | -14.3% | -62.1% | +47.8% | -17.0% |
| 6M | +84.2% | -99.5% | +183.7% | +106.6% |
| YTD | +97.2% | -99.7% | +197.0% | +129.6% |
| 1Y | +192.7% | -99.9% | +292.6% | +253.5% |
| 3Y | +712.6% | -100.0% | +812.5% | +1,059.8% |
| 5Y | +85.5% | -100.0% | +185.5% | +168.5% |
| All | +1,893.4% | -100.0% | +1,993.4% | +2,735.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling