+880.7%
THC vs ZCMD
-100.0%
+980.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -2.0% |
| 7D | +0.1% | -2.9% | +3.1% | +0.2% |
| 30D | +7.5% | -28.5% | +35.9% | +7.8% |
| 3M | +7.5% | -56.5% | +64.1% | +8.3% |
| 6M | +46.4% | -99.7% | +146.1% | +56.6% |
| YTD | +44.4% | -99.9% | +144.2% | +56.9% |
| 1Y | +43.4% | -99.9% | +143.3% | +57.3% |
| 3Y | +433.3% | -100.0% | +533.3% | +522.5% |
| 5Y | +262.5% | -100.0% | +362.5% | +333.1% |
| All | +880.7% | -100.0% | +980.7% | +1,439.7% |
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