-68.3%
ZM vs HBM
+336.0%
-404.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.5% | +6.8% | +0.4% |
| 7D | -2.7% | -3.7% | +1.0% | -2.3% |
| 30D | -10.0% | -3.7% | -6.3% | -9.7% |
| 3M | +1.6% | +8.0% | -6.4% | -0.5% |
| 6M | +25.0% | +15.8% | +9.2% | +19.7% |
| YTD | +10.6% | +34.4% | -23.7% | +2.2% |
| 1Y | +14.0% | +98.2% | -84.2% | -2.8% |
| 3Y | +32.5% | +476.6% | -444.1% | -12.0% |
| 5Y | -68.3% | +331.1% | -399.4% | -77.6% |
| All | -68.3% | +336.0% | -404.3% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling