+54.0%
ZM vs HDB
-17.7%
+71.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.7% |
| 7D | -2.7% | -6.2% | +3.5% | -2.2% |
| 30D | -10.0% | -6.2% | -3.8% | -9.5% |
| 3M | +1.6% | -5.9% | +7.5% | +1.9% |
| 6M | +25.0% | -25.9% | +50.9% | +27.9% |
| YTD | +10.6% | -40.2% | +50.9% | +15.3% |
| 1Y | +14.0% | -38.0% | +51.9% | +18.3% |
| 3Y | +32.5% | -30.5% | +63.0% | +35.4% |
| 5Y | -68.3% | -38.1% | -30.2% | -68.8% |
| All | +54.0% | -17.7% | +71.7% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HDB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling