-4.6%
HD vs ZS
-31.8%
+27.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.8% | +6.5% |
| 7D | +11.9% | -12.3% | +24.2% | +11.4% |
| 30D | +26.4% | +11.2% | +15.2% | +26.8% |
| 3M | +2.8% | +37.5% | -34.7% | +4.0% |
| 6M | +15.5% | +57.8% | -42.4% | +17.9% |
| YTD | +5.5% | -0.2% | +5.8% | +7.7% |
| 1Y | -4.6% | -31.6% | +27.0% | -1.7% |
| All | -4.6% | -31.8% | +27.2% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling