+2,010.5%
HUT vs ZCMD
-100.0%
+2,110.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.0% | -7.6% | -3.7% |
| 7D | +18.9% | -4.1% | +23.0% | +19.0% |
| 30D | +12.0% | -22.7% | +34.7% | +12.8% |
| 3M | -14.9% | -62.5% | +47.6% | -17.5% |
| 6M | +96.8% | -99.5% | +196.3% | +120.0% |
| YTD | +108.8% | -99.7% | +208.5% | +142.9% |
| 1Y | +227.4% | -99.9% | +327.3% | +296.5% |
| 3Y | +760.3% | -100.0% | +860.3% | +1,127.1% |
| 5Y | +86.1% | -100.0% | +186.1% | +169.2% |
| All | +2,010.5% | -100.0% | +2,110.4% | +2,899.5% |
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