-61.7%
ZM vs FHN
+60.0%
-121.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +10.0% | +1.3% | +8.7% | +9.7% |
| 30D | -0.5% | +2.8% | -3.3% | -1.1% |
| 3M | -7.1% | -8.9% | +1.9% | -5.4% |
| 6M | -5.1% | -0.7% | -4.4% | -5.3% |
| YTD | +13.2% | +0.1% | +13.2% | +12.5% |
| 1Y | +15.3% | +10.4% | +4.9% | +12.3% |
| 3Y | +57.4% | +128.8% | -71.4% | +34.3% |
| 5Y | -61.7% | +61.5% | -123.1% | -64.1% |
| All | -61.7% | +60.0% | -121.7% | -64.1% |
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