-99.9%
ZCMD vs HRB
+16.9%
-116.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.4% | -0.7% |
| 7D | -13.3% | +16.0% | -29.4% | -6.0% |
| 30D | -49.6% | +32.1% | -81.7% | -41.2% |
| 3M | -54.6% | +21.5% | -76.1% | -48.8% |
| 6M | -99.8% | +82.1% | -181.8% | -99.7% |
| YTD | -99.9% | +31.6% | -131.5% | -99.8% |
| 1Y | -99.9% | +15.9% | -115.8% | -99.8% |
| All | -99.9% | +16.9% | -116.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling