+41.2%
HON vs ZM
+47.0%
-5.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.5% | -5.7% | +2.2% | -3.4% |
| 30D | -13.8% | -9.1% | -4.7% | -13.7% |
| 3M | -11.7% | +3.5% | -15.2% | -11.7% |
| 6M | -18.7% | +25.7% | -44.4% | -19.1% |
| YTD | +0.2% | +10.8% | -10.5% | -0.1% |
| 1Y | -3.1% | +12.8% | -15.8% | -3.4% |
| 3Y | +17.0% | +33.1% | -16.2% | +16.2% |
| 5Y | +2.0% | -68.3% | +70.3% | -6.0% |
| All | +41.2% | +47.0% | -5.9% | +37.1% |
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