+60.4%
HCA vs ZM
+33.5%
+26.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.4% |
| 7D | +5.4% | -5.7% | +11.1% | +5.6% |
| 30D | +3.0% | -9.1% | +12.1% | +3.3% |
| 3M | +13.0% | +3.5% | +9.5% | +12.8% |
| 6M | -20.3% | +25.7% | -45.9% | -21.5% |
| YTD | -8.2% | +10.8% | -19.0% | -9.3% |
| 1Y | +6.7% | +12.8% | -6.1% | +5.2% |
| 3Y | +60.4% | +33.1% | +27.2% | +52.9% |
| All | +60.4% | +33.5% | +26.9% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling