+61.0%
ZM vs THC
+1,138.2%
-1,077.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +11.0% | +1.0% | +10.1% | +11.0% |
| 30D | +5.6% | +5.3% | +0.3% | +5.4% |
| 3M | -9.1% | +7.1% | -16.2% | -9.4% |
| 6M | -2.6% | +46.0% | -48.6% | -4.2% |
| YTD | +15.7% | +43.9% | -28.3% | +13.6% |
| 1Y | +18.8% | +45.4% | -26.7% | +16.6% |
| 3Y | +62.2% | +421.3% | -359.1% | +50.6% |
| 5Y | -60.9% | +261.5% | -322.3% | -64.3% |
| All | +61.0% | +1,138.2% | -1,077.3% | +68.5% |
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