+55.1%
ZM vs HAS
+29.6%
+25.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +0.3% | -4.8% | +5.2% | +1.4% |
| 30D | -10.3% | -5.1% | -5.1% | -9.3% |
| 3M | -0.7% | +6.4% | -7.1% | -2.2% |
| 6M | +24.8% | -5.6% | +30.5% | +25.4% |
| YTD | +11.5% | +11.0% | +0.5% | +7.7% |
| 1Y | +12.3% | +16.8% | -4.5% | +7.2% |
| 3Y | +33.5% | +44.0% | -10.6% | +18.9% |
| 5Y | -67.5% | +11.0% | -78.5% | -70.4% |
| All | +55.1% | +29.6% | +25.6% | +42.8% |
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