+55.1%
ZM vs THC
+1,064.8%
-1,009.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.1% | -0.4% |
| 7D | +0.3% | +4.1% | -3.7% | +0.2% |
| 30D | -10.3% | +3.5% | -13.8% | -10.4% |
| 3M | -0.7% | +61.7% | -62.4% | -2.6% |
| 6M | +24.8% | +11.8% | +13.0% | +24.1% |
| YTD | +11.5% | +35.4% | -23.9% | +9.8% |
| 1Y | +12.3% | +37.0% | -24.7% | +10.5% |
| 3Y | +33.5% | +260.1% | -226.6% | +25.4% |
| 5Y | -67.5% | +262.6% | -330.1% | -70.1% |
| All | +55.1% | +1,064.8% | -1,009.7% | +62.8% |
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