-100.0%
ZCMD vs HRB
+155.6%
-255.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.6% | -7.1% |
| 7D | -5.4% | -8.0% | +2.6% | -5.5% |
| 30D | -24.8% | -16.0% | -8.8% | -24.8% |
| 3M | -62.8% | +26.9% | -89.7% | -63.5% |
| 6M | -99.5% | +51.1% | -150.7% | -99.6% |
| YTD | -99.8% | +7.1% | -106.8% | -99.8% |
| 1Y | -99.9% | -9.6% | -90.3% | -99.9% |
| 3Y | -100.0% | +25.4% | -125.4% | -100.0% |
| 5Y | -100.0% | +114.9% | -214.9% | -100.0% |
| All | -100.0% | +155.6% | -255.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling