-67.4%
ZM vs FHN
+90.8%
-158.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.6% |
| 7D | +1.6% | +2.7% | -1.0% | +1.1% |
| 30D | -7.7% | -3.1% | -4.6% | -7.2% |
| 3M | -4.7% | +2.3% | -7.0% | -5.2% |
| 6M | +24.4% | +9.7% | +14.7% | +21.7% |
| YTD | +11.8% | +4.7% | +7.0% | +10.2% |
| 1Y | +13.4% | +13.8% | -0.4% | +9.6% |
| 3Y | +33.8% | +131.6% | -97.7% | +13.8% |
| All | -67.4% | +90.8% | -158.2% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling