-62.2%
ZM vs BHP
+119.2%
-181.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.5% |
| 7D | +11.0% | -0.5% | +11.5% | +11.2% |
| 30D | +5.6% | -4.5% | +10.2% | +6.8% |
| 3M | -9.1% | -6.9% | -2.3% | -7.7% |
| 6M | -2.6% | -10.6% | +8.0% | -0.4% |
| YTD | +15.7% | +37.2% | -21.5% | +3.6% |
| 1Y | +18.8% | +48.0% | -29.3% | +3.9% |
| 3Y | +62.2% | +52.6% | +9.6% | +37.7% |
| All | -62.2% | +119.2% | -181.4% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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