+54.8%
JHX vs ZCMD
-100.0%
+154.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.5% |
| 7D | -4.9% | -2.0% | -2.8% | -4.8% |
| 30D | -9.3% | -19.8% | +10.5% | -9.2% |
| 3M | +28.1% | -62.1% | +90.1% | +26.7% |
| 6M | +35.2% | -99.5% | +134.7% | +43.1% |
| YTD | +35.9% | -99.7% | +135.6% | +45.9% |
| 1Y | +42.5% | -99.9% | +142.4% | +55.7% |
| 3Y | -4.5% | -100.0% | +95.5% | +9.4% |
| 5Y | -27.1% | -100.0% | +72.9% | -16.3% |
| All | +54.8% | -100.0% | +154.8% | +98.2% |
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