+54.1%
ZM vs FHN
+115.8%
-61.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -5.7% | -1.2% | -4.5% | -5.7% |
| 30D | -9.1% | -4.8% | -4.3% | -9.2% |
| 3M | +3.5% | -0.7% | +4.2% | +3.5% |
| 6M | +25.7% | +10.6% | +15.0% | +25.9% |
| YTD | +10.8% | +4.6% | +6.2% | +10.9% |
| 1Y | +12.8% | +11.4% | +1.4% | +13.0% |
| 3Y | +33.1% | +132.3% | -99.1% | +40.1% |
| 5Y | -68.3% | +90.2% | -158.5% | -65.8% |
| All | +54.1% | +115.8% | -61.7% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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