+93.0%
HUT vs ZM
-67.0%
+160.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.8% | +11.2% | +9.8% |
| 7D | +28.3% | +1.6% | +26.6% | +26.6% |
| 30D | +12.3% | -7.7% | +20.0% | +17.0% |
| 3M | -16.8% | -4.7% | -12.2% | -17.2% |
| 6M | +111.4% | +24.4% | +86.9% | +62.1% |
| YTD | +116.6% | +11.8% | +104.8% | +77.2% |
| 1Y | +290.5% | +13.4% | +277.1% | +216.4% |
| 3Y | +792.3% | +33.8% | +758.5% | +519.9% |
| All | +93.0% | -67.0% | +160.0% | +236.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling