-100.0%
ZCMD vs HRB
+109.9%
-209.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | -2.0% | -12.2% | +10.1% | -3.0% |
| 30D | -19.8% | -3.0% | -16.9% | -19.9% |
| 3M | -62.1% | +21.7% | -83.8% | -62.2% |
| 6M | -99.5% | +52.3% | -151.8% | -99.5% |
| YTD | -99.7% | +6.5% | -106.2% | -99.7% |
| 1Y | -99.9% | -6.7% | -93.2% | -99.9% |
| 3Y | -100.0% | +25.1% | -125.1% | -100.0% |
| 5Y | -100.0% | +113.8% | -213.8% | -100.0% |
| All | -100.0% | +109.9% | -209.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling