+439.6%
THC vs ZCMD
-100.0%
+539.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.5% |
| 7D | +8.8% | -3.0% | +11.9% | +8.9% |
| 30D | +10.0% | -39.5% | +49.5% | +10.2% |
| 3M | +11.7% | -57.8% | +69.5% | +11.9% |
| 6M | +52.5% | -99.7% | +152.1% | +58.6% |
| YTD | +46.1% | -99.9% | +145.9% | +52.9% |
| 1Y | +49.1% | -99.9% | +149.0% | +56.7% |
| 3Y | +439.6% | -100.0% | +539.6% | +499.9% |
| All | +439.6% | -100.0% | +539.6% | +499.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling