+228.7%
HL vs ZM
-68.2%
+296.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | -5.7% | +1.3% | -3.2% |
| 30D | +9.3% | -9.1% | +18.4% | +11.4% |
| 3M | +32.0% | +3.5% | +28.5% | +30.5% |
| 6M | -6.4% | +25.7% | -32.1% | -12.3% |
| YTD | +3.1% | +10.8% | -7.6% | -1.3% |
| 1Y | +77.6% | +12.8% | +64.8% | +68.7% |
| 3Y | +392.8% | +33.1% | +359.7% | +339.1% |
| All | +228.7% | -68.2% | +296.8% | +225.0% |
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