+37.5%
ZM vs HST
+67.0%
-29.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +2.9% | -1.0% | +4.0% | +3.3% |
| 30D | +0.7% | -12.3% | +12.9% | +5.4% |
| 3M | -3.7% | -6.4% | +2.7% | -1.7% |
| 6M | +29.9% | +15.0% | +14.9% | +21.7% |
| YTD | +17.4% | +30.5% | -13.1% | +4.0% |
| 1Y | +22.4% | +35.7% | -13.3% | +6.2% |
| All | +37.5% | +67.0% | -29.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 3y: compounded portfolio wealth divided by compounded HST 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…
3y analysis · Full analysis span regression · 6 months rolling