+105.7%
HD vs ZM
+50.9%
+54.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.9% | -7.8% | -0.6% |
| 7D | -1.2% | +6.8% | -8.0% | -1.7% |
| 30D | +20.9% | +0.1% | +20.7% | +20.7% |
| 3M | -0.2% | -7.5% | +7.4% | +0.3% |
| 6M | +14.5% | -8.4% | +22.9% | +14.8% |
| YTD | +4.3% | +13.7% | -9.4% | +2.2% |
| 1Y | -3.5% | +15.9% | -19.4% | -5.6% |
| 3Y | +30.1% | +58.0% | -27.9% | +23.1% |
| 5Y | +8.5% | -60.4% | +68.9% | +6.6% |
| All | +105.7% | +50.9% | +54.9% | +89.9% |
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 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