+72.8%
HCA vs ZS
-38.5%
+111.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.3% |
| 7D | +5.4% | -3.1% | +8.5% | +5.7% |
| 30D | +3.0% | -7.2% | +10.2% | +3.5% |
| 3M | +13.0% | +30.5% | -17.5% | +10.5% |
| 6M | -20.3% | +7.0% | -27.2% | -21.7% |
| YTD | -8.2% | -26.8% | +18.6% | -6.8% |
| 1Y | +6.7% | -42.6% | +49.3% | +10.7% |
| 3Y | +60.4% | -0.3% | +60.7% | +53.0% |
| All | +72.8% | -38.5% | +111.3% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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