+45.0%
ZM vs HAS
+73.2%
-28.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -5.2% | +31.0% | -36.2% | -10.5% |
| 3M | -11.3% | +30.7% | -41.9% | -16.3% |
| 6M | -14.5% | +23.9% | -38.4% | -18.8% |
| YTD | +4.2% | +48.3% | -44.2% | -5.4% |
| 1Y | +9.3% | +60.2% | -50.9% | -2.4% |
| 3Y | +45.4% | +189.2% | -143.8% | +11.7% |
| 5Y | -66.0% | +50.4% | -116.5% | -71.0% |
| All | +45.0% | +73.2% | -28.2% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling