+62.2%
ZM vs HAS
+212.5%
-150.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +11.0% | +1.4% | +9.7% | +10.8% |
| 30D | +5.6% | +26.3% | -20.6% | +1.1% |
| 3M | -9.1% | +25.6% | -34.7% | -13.0% |
| 6M | -2.6% | +30.3% | -32.8% | -7.7% |
| YTD | +15.7% | +50.4% | -34.7% | +5.0% |
| 1Y | +18.8% | +57.7% | -39.0% | +6.5% |
| 3Y | +62.2% | +213.4% | -151.2% | +18.0% |
| All | +62.2% | +212.5% | -150.3% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling