+34.0%
ZM vs HBM
+506.5%
-472.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.2% |
| 7D | +0.3% | +5.5% | -5.2% | -0.4% |
| 30D | -10.3% | +3.3% | -13.6% | -10.7% |
| 3M | -0.7% | +12.7% | -13.3% | -2.6% |
| 6M | +24.8% | +28.2% | -3.4% | +19.1% |
| YTD | +11.5% | +45.3% | -33.8% | +3.0% |
| 1Y | +12.3% | +121.7% | -109.4% | -4.8% |
| All | +34.0% | +506.5% | -472.5% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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