+142.9%
HOOD vs ZM
-73.9%
+216.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.9% | -3.9% | -1.3% |
| 7D | -3.2% | +6.8% | -10.0% | -7.3% |
| 30D | -22.6% | +0.1% | -22.7% | -22.6% |
| 3M | -10.4% | -7.5% | -2.9% | -6.1% |
| 6M | +4.7% | -8.4% | +13.1% | +7.2% |
| YTD | -25.2% | +13.7% | -38.9% | -36.7% |
| 1Y | -35.9% | +15.9% | -51.8% | -46.9% |
| 3Y | +927.7% | +58.0% | +869.7% | +565.7% |
| 5Y | +147.5% | -60.4% | +207.9% | +300.0% |
| All | +142.9% | -73.9% | +216.8% | +654.0% |
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 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