+22.9%
HAL vs ZM
+50.9%
-28.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.9% | -4.5% | +3.5% |
| 7D | -0.2% | +6.8% | -7.0% | -0.1% |
| 30D | +1.0% | +0.1% | +0.9% | +1.0% |
| 3M | -2.1% | -7.5% | +5.4% | -2.3% |
| 6M | -17.5% | -8.4% | -9.0% | -17.6% |
| YTD | +18.1% | +13.7% | +4.5% | +18.7% |
| 1Y | +19.7% | +15.9% | +3.8% | +20.4% |
| 3Y | -7.9% | +58.0% | -66.0% | -6.1% |
| 5Y | +53.1% | -60.4% | +113.4% | +36.9% |
| All | +22.9% | +50.9% | -28.0% | +20.2% |
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