+320.8%
HPE vs ZM
+48.4%
+272.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.8% | +12.6% | +8.0% |
| 7D | +10.1% | +1.6% | +8.5% | +10.0% |
| 30D | +5.3% | -7.7% | +13.0% | +5.6% |
| 3M | +12.7% | -4.7% | +17.3% | +12.8% |
| 6M | +167.7% | +24.4% | +143.2% | +164.9% |
| YTD | +135.5% | +11.8% | +123.7% | +133.9% |
| 1Y | +143.4% | +13.4% | +130.0% | +141.6% |
| 3Y | +249.2% | +33.8% | +215.3% | +244.3% |
| 5Y | +343.8% | -67.2% | +411.0% | +302.6% |
| All | +320.8% | +48.4% | +272.4% | +275.3% |
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