+54.1%
ZM vs USHY
+41.4%
+12.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.7% | -0.7% | -5.0% | -4.8% |
| 30D | -9.1% | -0.7% | -8.4% | -8.2% |
| 3M | +3.5% | +0.1% | +3.5% | +3.5% |
| 6M | +25.7% | +1.8% | +23.9% | +22.8% |
| YTD | +10.8% | +1.8% | +9.0% | +8.3% |
| 1Y | +12.8% | +3.3% | +9.5% | +8.1% |
| 3Y | +33.1% | +27.0% | +6.2% | -1.1% |
| 5Y | -68.3% | +21.0% | -89.3% | -76.9% |
| All | +54.1% | +41.4% | +12.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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