-67.2%
ZM vs THC
+248.0%
-315.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.3% | -2.6% | -4.4% |
| 7D | +1.6% | -2.6% | +4.2% | +2.1% |
| 30D | -7.7% | -1.2% | -6.5% | -7.6% |
| 3M | -4.7% | +58.9% | -63.6% | -13.2% |
| 6M | +24.4% | +9.3% | +15.1% | +21.5% |
| YTD | +11.8% | +30.4% | -18.6% | +4.5% |
| 1Y | +13.4% | +34.6% | -21.2% | +4.7% |
| 3Y | +33.8% | +246.7% | -212.8% | -8.2% |
| 5Y | -67.2% | +244.5% | -311.7% | -79.0% |
| All | -67.2% | +248.0% | -315.1% | -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