+47.9%
ZM vs HAS
+76.1%
-28.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.7% |
| 7D | -0.3% | +2.2% | -2.5% | -0.7% |
| 30D | -6.2% | +29.6% | -35.7% | -11.2% |
| 3M | -12.2% | +30.3% | -42.5% | -17.1% |
| 6M | -16.0% | +25.6% | -41.6% | -20.4% |
| YTD | +6.3% | +50.8% | -44.5% | -3.8% |
| 1Y | +12.3% | +63.0% | -50.7% | -0.2% |
| 3Y | +51.2% | +211.6% | -160.4% | +14.3% |
| 5Y | -64.5% | +50.4% | -114.9% | -69.8% |
| All | +47.9% | +76.1% | -28.2% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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