-65.4%
ZM vs THC
+274.4%
-339.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -5.9% | +3.7% | -9.6% | -6.6% |
| 30D | -5.2% | +9.0% | -14.2% | -6.8% |
| 3M | -11.3% | +10.4% | -21.7% | -13.1% |
| 6M | -14.5% | +45.7% | -60.2% | -21.2% |
| YTD | +4.2% | +42.6% | -38.4% | -4.6% |
| 1Y | +9.3% | +38.8% | -29.4% | +0.5% |
| 3Y | +45.4% | +418.8% | -373.4% | -12.2% |
| All | -65.4% | +274.4% | -339.8% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling