+46.6%
ZM vs THC
+1,156.6%
-1,110.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -1.0% | +8.8% | -9.9% | -1.4% |
| 30D | -7.0% | +10.0% | -17.0% | -7.4% |
| 3M | -15.2% | +11.7% | -26.9% | -15.6% |
| 6M | -16.8% | +52.5% | -69.2% | -18.3% |
| YTD | +5.4% | +46.1% | -40.7% | +3.4% |
| 1Y | +9.3% | +49.1% | -39.8% | +7.2% |
| 3Y | +46.5% | +439.6% | -393.1% | +35.9% |
| 5Y | -63.8% | +263.2% | -327.0% | -67.0% |
| All | +46.6% | +1,156.6% | -1,110.0% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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