-76.5%
ZM vs HTZ
-93.2%
+16.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.0% | +7.1% | -0.2% |
| 7D | -1.0% | -27.5% | +26.5% | +1.6% |
| 30D | -7.0% | -21.9% | +14.9% | -5.3% |
| 3M | -15.2% | -29.2% | +14.0% | -13.5% |
| 6M | -16.8% | -75.2% | +58.4% | -7.9% |
| YTD | +5.4% | -70.8% | +76.2% | +13.1% |
| 1Y | +9.3% | -76.1% | +85.4% | +19.7% |
| 3Y | +46.5% | -82.5% | +129.0% | +55.5% |
| 5Y | -63.8% | -94.1% | +30.3% | -54.6% |
| All | -76.5% | -93.2% | +16.7% | -70.3% |
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