+1,660.0%
HUT vs ZM
+48.0%
+1,612.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +18.9% | +0.3% | +18.6% | +18.7% |
| 30D | +12.0% | -10.3% | +22.3% | +15.9% |
| 3M | -14.9% | -0.7% | -14.2% | -16.2% |
| 6M | +96.8% | +24.8% | +72.0% | +73.5% |
| YTD | +108.8% | +11.5% | +97.3% | +91.4% |
| 1Y | +227.4% | +12.3% | +215.0% | +200.0% |
| 3Y | +760.3% | +33.5% | +726.8% | +643.7% |
| 5Y | +86.1% | -67.5% | +153.6% | +113.0% |
| All | +1,660.0% | +48.0% | +1,612.0% | +2,559.2% |
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