-100.0%
ZCMD vs HRB
+155.7%
-255.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.0% |
| 7D | -4.1% | -10.6% | +6.5% | -4.2% |
| 30D | -22.7% | -0.8% | -21.9% | -22.8% |
| 3M | -62.5% | +19.1% | -81.6% | -63.0% |
| 6M | -99.5% | +48.7% | -148.2% | -99.5% |
| YTD | -99.7% | +7.1% | -106.8% | -99.7% |
| 1Y | -99.9% | -8.3% | -91.6% | -99.9% |
| 3Y | -100.0% | +25.8% | -125.8% | -100.0% |
| 5Y | -100.0% | +111.1% | -211.1% | -100.0% |
| All | -100.0% | +155.7% | -255.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling