+18.8%
ZM vs THC
+43.7%
-25.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.7% |
| 3M | -9.1% | +7.1% | -16.2% | -9.1% |
| 6M | -2.6% | +46.0% | -48.6% | -0.8% |
| YTD | +15.7% | +43.9% | -28.3% | +18.1% |
| 1Y | +18.8% | +45.4% | -26.7% | +21.0% |
| All | +18.8% | +43.7% | -25.0% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling