+54.1%
ZM vs HIG
+217.7%
-163.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -5.7% | -1.5% | -4.2% | -5.8% |
| 30D | -9.1% | -0.4% | -8.7% | -9.1% |
| 3M | +3.5% | +6.7% | -3.1% | +3.8% |
| 6M | +25.7% | +2.0% | +23.7% | +25.8% |
| YTD | +10.8% | +0.3% | +10.5% | +10.8% |
| 1Y | +12.8% | +4.2% | +8.6% | +13.1% |
| 3Y | +33.1% | +102.2% | -69.1% | +41.0% |
| 5Y | -68.3% | +118.5% | -186.8% | -66.1% |
| All | +54.1% | +217.7% | -163.5% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling