+366.3%
HPE vs ZM
+47.0%
+319.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.3% | +12.4% |
| 7D | +19.4% | -5.7% | +25.1% | +19.7% |
| 30D | +5.6% | -9.1% | +14.7% | +6.1% |
| 3M | +33.1% | +3.5% | +29.5% | +32.6% |
| 6M | +192.5% | +25.7% | +166.8% | +189.3% |
| YTD | +160.9% | +10.8% | +150.2% | +159.3% |
| 1Y | +155.0% | +12.8% | +142.2% | +153.2% |
| 3Y | +289.4% | +33.1% | +256.3% | +284.1% |
| 5Y | +395.7% | -68.3% | +464.0% | +348.8% |
| All | +366.3% | +47.0% | +319.3% | +316.1% |
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