+81.8%
HUM vs ZM
+47.0%
+34.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.1% | +2.3% |
| 7D | +2.1% | -5.7% | +7.7% | +2.2% |
| 30D | +5.4% | -9.1% | +14.5% | +5.5% |
| 3M | +11.4% | +3.5% | +7.9% | +11.3% |
| 6M | +141.5% | +25.7% | +115.8% | +140.6% |
| YTD | +61.2% | +10.8% | +50.4% | +60.7% |
| 1Y | +49.2% | +12.8% | +36.4% | +48.6% |
| 3Y | -9.0% | +33.1% | -42.2% | -9.6% |
| 5Y | +7.2% | -68.3% | +75.5% | +3.6% |
| All | +81.8% | +47.0% | +34.8% | +67.7% |
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