+1,166.7%
HUT vs ZCMD
-100.0%
+1,266.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.2% | -3.9% | -7.0% |
| 7D | +9.3% | -7.7% | +17.0% | +9.7% |
| 30D | -23.1% | -34.8% | +11.7% | -21.8% |
| 3M | -30.6% | -56.3% | +25.7% | -28.6% |
| 6M | -46.9% | -99.7% | +52.8% | -39.5% |
| YTD | +25.3% | -99.9% | +125.2% | +49.4% |
| 1Y | +59.8% | -99.9% | +159.7% | +93.7% |
| 3Y | +467.2% | -100.0% | +567.2% | +707.7% |
| 5Y | -24.6% | -100.0% | +75.4% | +15.7% |
| All | +1,166.7% | -100.0% | +1,266.7% | +1,745.5% |
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