+63.4%
ZM vs HST
+57.3%
+6.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +2.9% | -1.0% | +4.0% | +3.0% |
| 30D | +0.7% | -12.3% | +12.9% | +1.7% |
| 3M | -3.7% | -6.4% | +2.7% | -3.2% |
| 6M | +29.9% | +15.0% | +14.9% | +28.2% |
| YTD | +17.4% | +30.5% | -13.1% | +14.6% |
| 1Y | +22.4% | +35.7% | -13.3% | +19.0% |
| 3Y | +41.3% | +68.4% | -27.1% | +35.9% |
| 5Y | -66.0% | +73.1% | -139.2% | -66.6% |
| All | +63.4% | +57.3% | +6.1% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling