+54.1%
ZM vs HRB
+128.0%
-73.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -5.7% | -8.0% | +2.3% | -5.5% |
| 30D | -9.1% | -16.0% | +6.9% | -8.8% |
| 3M | +3.5% | +26.9% | -23.3% | +3.0% |
| 6M | +25.7% | +51.1% | -25.5% | +25.0% |
| YTD | +10.8% | +7.1% | +3.7% | +9.7% |
| 1Y | +12.8% | -9.6% | +22.4% | +11.3% |
| 3Y | +33.1% | +25.4% | +7.7% | +34.1% |
| 5Y | -68.3% | +114.9% | -183.2% | -64.9% |
| All | +54.1% | +128.0% | -73.9% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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