+40.8%
HUBS vs ZM
+47.0%
-6.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -9.0% | -5.7% | -3.3% | -6.6% |
| 30D | +7.2% | -9.1% | +16.3% | +11.9% |
| 3M | +20.9% | +3.5% | +17.3% | +19.6% |
| 6M | -13.0% | +25.7% | -38.7% | -20.0% |
| YTD | -43.8% | +10.8% | -54.6% | -45.9% |
| 1Y | -54.6% | +12.8% | -67.4% | -56.6% |
| 3Y | -58.5% | +33.1% | -91.6% | -63.1% |
| 5Y | -66.4% | -68.3% | +1.9% | -56.4% |
| All | +40.8% | +47.0% | -6.2% | +33.4% |
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