+81.8%
HD vs ZM
+48.0%
+33.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -1.8% | +0.3% | -2.1% | -1.8% |
| 30D | -10.8% | -10.3% | -0.6% | -10.1% |
| 3M | -2.7% | -0.7% | -2.0% | -2.8% |
| 6M | -10.3% | +24.8% | -35.1% | -12.5% |
| YTD | -7.8% | +11.5% | -19.3% | -9.4% |
| 1Y | -23.1% | +12.3% | -35.5% | -24.6% |
| 3Y | +2.0% | +33.5% | -31.5% | -2.0% |
| 5Y | +6.2% | -67.5% | +73.7% | +5.0% |
| All | +81.8% | +48.0% | +33.8% | +68.3% |
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