-68.3%
ZM vs XHB
+30.4%
-98.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.6% |
| 7D | -2.7% | -5.2% | +2.5% | +0.3% |
| 30D | -10.0% | -12.1% | +2.1% | -3.1% |
| 3M | +1.6% | -6.2% | +7.8% | +4.4% |
| 6M | +25.0% | -6.7% | +31.7% | +27.0% |
| YTD | +10.6% | -5.5% | +16.1% | +10.2% |
| 1Y | +14.0% | -15.6% | +29.6% | +22.3% |
| 3Y | +32.5% | +22.0% | +10.5% | -2.1% |
| 5Y | -68.3% | +31.8% | -100.2% | -81.1% |
| All | -68.3% | +30.4% | -98.7% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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