+180.7%
HIMS vs ZM
+17.2%
+163.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | -0.7% | -5.7% | +5.0% | +1.0% |
| 30D | -8.2% | -9.1% | +0.9% | -5.5% |
| 3M | -4.7% | +3.5% | -8.2% | -6.1% |
| 6M | +6.3% | +25.7% | -19.4% | -1.7% |
| YTD | -15.3% | +10.8% | -26.0% | -19.4% |
| 1Y | -46.9% | +12.8% | -59.6% | -49.9% |
| 3Y | +321.3% | +33.1% | +288.1% | +284.3% |
| 5Y | +215.8% | -68.3% | +284.1% | +241.5% |
| All | +180.7% | +17.2% | +163.6% | +207.3% |
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