+55.5%
ZM vs HUBB
+324.4%
-268.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -4.9% |
| 7D | +1.6% | +4.8% | -3.2% | +1.2% |
| 30D | -7.7% | -9.3% | +1.6% | -7.0% |
| 3M | -4.7% | -3.9% | -0.8% | -4.7% |
| 6M | +24.4% | -0.8% | +25.3% | +23.7% |
| YTD | +11.8% | +5.6% | +6.2% | +10.3% |
| 1Y | +13.4% | +7.7% | +5.6% | +11.5% |
| 3Y | +33.8% | +47.5% | -13.6% | +28.1% |
| 5Y | -67.2% | +153.7% | -220.8% | -68.6% |
| All | +55.5% | +324.4% | -268.9% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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