+72.6%
HBAN vs ZM
+47.0%
+25.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.0% | -5.7% | +4.7% | -0.9% |
| 30D | -5.6% | -9.1% | +3.5% | -5.5% |
| 3M | -1.1% | +3.5% | -4.7% | -1.2% |
| 6M | +9.9% | +25.7% | -15.8% | +9.5% |
| YTD | -0.9% | +10.8% | -11.7% | -1.2% |
| 1Y | -1.4% | +12.8% | -14.2% | -1.6% |
| 3Y | +78.2% | +33.1% | +45.1% | +77.4% |
| 5Y | +37.0% | -68.3% | +105.3% | +18.2% |
| All | +72.6% | +47.0% | +25.5% | +59.4% |
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