+26.1%
HAL vs ZM
+53.5%
-27.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +3.2% |
| 7D | +6.1% | +11.0% | -4.9% | +6.3% |
| 30D | +2.9% | +5.6% | -2.7% | +3.0% |
| 3M | +3.3% | -9.1% | +12.5% | +3.1% |
| 6M | -16.9% | -2.6% | -14.3% | -16.9% |
| YTD | +21.2% | +15.7% | +5.5% | +21.8% |
| 1Y | +27.5% | +18.8% | +8.8% | +28.3% |
| 3Y | -6.4% | +62.2% | -68.6% | -4.6% |
| 5Y | +58.0% | -60.9% | +118.9% | +40.8% |
| All | +26.1% | +53.5% | -27.4% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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