+182.8%
HIMS vs ZM
+24.2%
+158.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.6% | -1.4% |
| 7D | -3.9% | +2.9% | -6.9% | -4.8% |
| 30D | -12.4% | +0.7% | -13.1% | -12.6% |
| 3M | -1.1% | -3.7% | +2.6% | -0.3% |
| 6M | +68.4% | +29.9% | +38.6% | +54.2% |
| YTD | -14.7% | +17.4% | -32.1% | -20.2% |
| 1Y | -42.4% | +22.4% | -64.8% | -47.0% |
| 3Y | +304.5% | +41.3% | +263.2% | +262.6% |
| 5Y | +237.5% | -66.0% | +303.5% | +258.4% |
| All | +182.8% | +24.2% | +158.5% | +204.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling