+55.5%
ZM vs USHY
+42.3%
+13.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -7.7% | 0.0% | -7.7% | -7.7% |
| 3M | -4.7% | +1.2% | -5.8% | -6.1% |
| 6M | +24.4% | +2.6% | +21.8% | +20.2% |
| YTD | +11.8% | +2.4% | +9.3% | +8.3% |
| 1Y | +13.4% | +4.2% | +9.1% | +7.3% |
| 3Y | +33.8% | +28.0% | +5.8% | -1.7% |
| 5Y | -67.2% | +21.8% | -88.9% | -76.2% |
| All | +55.5% | +42.3% | +13.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling