+57.6%
ZM vs HAS
+76.9%
-19.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | 0.0% |
| 7D | +10.0% | +1.6% | +8.4% | +9.7% |
| 30D | -0.5% | +26.6% | -27.1% | -5.4% |
| 3M | -7.1% | +29.0% | -36.0% | -12.0% |
| 6M | -5.1% | +30.6% | -35.7% | -10.8% |
| YTD | +13.2% | +51.5% | -38.3% | +2.4% |
| 1Y | +15.3% | +58.5% | -43.1% | +3.2% |
| 3Y | +57.4% | +214.1% | -156.7% | +18.9% |
| 5Y | -61.7% | +50.2% | -111.9% | -67.4% |
| All | +57.6% | +76.9% | -19.3% | +35.7% |
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