+63.4%
ZM vs THC
+1,047.4%
-984.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | +2.9% | -0.7% | +3.6% | +3.0% |
| 30D | +0.7% | +1.3% | -0.6% | +0.6% |
| 3M | -3.7% | +64.2% | -67.9% | -5.6% |
| 6M | +29.9% | +8.3% | +21.6% | +29.3% |
| YTD | +17.4% | +33.4% | -15.9% | +15.7% |
| 1Y | +22.4% | +37.7% | -15.3% | +20.4% |
| 3Y | +41.3% | +236.8% | -195.5% | +33.1% |
| 5Y | -66.0% | +249.3% | -315.3% | -68.8% |
| All | +63.4% | +1,047.4% | -984.0% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling