-58.5%
HUBS vs ZM
+33.5%
-92.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -9.0% | -5.7% | -3.3% | -5.3% |
| 30D | +7.2% | -9.1% | +16.3% | +14.4% |
| 3M | +20.9% | +3.5% | +17.3% | +18.4% |
| 6M | -13.0% | +25.7% | -38.7% | -23.2% |
| YTD | -43.8% | +10.8% | -54.6% | -47.1% |
| 1Y | -54.6% | +12.8% | -67.4% | -57.7% |
| 3Y | -58.5% | +33.1% | -91.6% | -66.1% |
| All | -58.5% | +33.5% | -92.0% | -66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling