+63.4%
ZM vs HBM
+271.2%
-207.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.3% |
| 7D | +2.9% | -6.4% | +9.3% | +3.5% |
| 30D | +0.7% | +5.9% | -5.2% | +0.1% |
| 3M | -3.7% | -8.9% | +5.2% | -3.3% |
| 6M | +29.9% | +10.7% | +19.2% | +27.4% |
| YTD | +17.4% | +38.3% | -20.8% | +12.3% |
| 1Y | +22.4% | +121.3% | -98.9% | +11.3% |
| 3Y | +41.3% | +450.6% | -409.3% | +16.1% |
| 5Y | -66.0% | +338.0% | -404.0% | -72.0% |
| All | +63.4% | +271.2% | -207.7% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling