+45.4%
ZM vs HST
+77.0%
-31.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -5.9% | -2.7% | -3.2% | -4.9% |
| 30D | -5.2% | +10.7% | -15.9% | -8.7% |
| 3M | -11.3% | +6.3% | -17.5% | -13.3% |
| 6M | -14.5% | +19.0% | -33.5% | -20.6% |
| YTD | +4.2% | +47.0% | -42.9% | -12.1% |
| 1Y | +9.3% | +53.4% | -44.1% | -9.7% |
| 3Y | +45.4% | +78.0% | -32.6% | +14.1% |
| All | +45.4% | +77.0% | -31.7% | +14.1% |
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