-74.2%
ZM vs HTZ
-93.2%
+19.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +2.4% |
| 7D | +11.0% | -8.5% | +19.6% | +11.9% |
| 30D | +5.6% | -18.9% | +24.6% | +7.2% |
| 3M | -9.1% | -36.0% | +26.9% | -6.0% |
| 6M | -2.6% | -74.6% | +72.0% | +7.5% |
| YTD | +15.7% | -70.8% | +86.5% | +24.2% |
| 1Y | +18.8% | -75.3% | +94.0% | +29.6% |
| 3Y | +62.2% | -81.6% | +143.7% | +70.1% |
| 5Y | -60.9% | -94.4% | +33.6% | -50.9% |
| All | -74.2% | -93.2% | +19.0% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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