+20.7%
USHY vs ZCMD
-100.0%
+120.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.1% | +7.1% | 0.0% |
| 7D | -0.7% | -5.4% | +4.7% | -0.7% |
| 30D | -0.7% | -24.8% | +24.1% | -0.7% |
| 3M | +0.1% | -62.8% | +62.8% | 0.0% |
| 6M | +1.8% | -99.5% | +101.3% | +2.2% |
| YTD | +1.8% | -99.8% | +101.5% | +2.3% |
| 1Y | +3.3% | -99.9% | +103.2% | +3.9% |
| 3Y | +27.0% | -100.0% | +127.0% | +28.4% |
| All | +20.7% | -100.0% | +120.7% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling