+7.4%
HD vs ZM
-67.8%
+75.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -1.5% |
| 7D | -1.2% | +1.6% | -2.8% | -1.4% |
| 30D | -11.1% | -7.7% | -3.4% | -10.1% |
| 3M | +2.0% | -4.7% | +6.7% | +2.5% |
| 6M | -10.5% | +24.4% | -34.9% | -15.1% |
| YTD | -6.9% | +11.8% | -18.6% | -10.3% |
| 1Y | -23.2% | +13.4% | -36.5% | -26.4% |
| 3Y | +3.1% | +33.8% | -30.8% | -6.1% |
| 5Y | +7.4% | -67.2% | +74.5% | +4.8% |
| All | +7.4% | -67.8% | +75.2% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling