+905.1%
HL vs ZM
+48.0%
+857.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +18.8% | -10.3% | +29.1% | +20.5% |
| 3M | +43.7% | -0.7% | +44.4% | +43.5% |
| 6M | -1.0% | +24.8% | -25.9% | -4.9% |
| YTD | +8.7% | +11.5% | -2.7% | +5.7% |
| 1Y | +105.0% | +12.3% | +92.7% | +98.8% |
| 3Y | +427.3% | +33.5% | +393.8% | +393.4% |
| 5Y | +249.3% | -67.5% | +316.8% | +263.2% |
| All | +905.1% | +48.0% | +857.1% | +904.5% |
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