+1,958.2%
HUT vs ZCMD
-100.0%
+2,058.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.7% | +9.9% | +6.3% |
| 7D | +17.8% | -8.0% | +25.8% | +18.1% |
| 30D | +0.8% | -27.9% | +28.7% | +1.8% |
| 3M | -26.8% | -74.6% | +47.8% | -27.7% |
| 6M | +72.6% | -99.5% | +172.0% | +92.7% |
| YTD | +103.6% | -99.7% | +203.4% | +137.2% |
| 1Y | +265.3% | -99.9% | +365.2% | +340.3% |
| 3Y | +689.4% | -100.0% | +789.4% | +1,029.5% |
| 5Y | +75.3% | -100.0% | +175.3% | +156.6% |
| All | +1,958.2% | -100.0% | +2,058.2% | +2,829.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling