+114.0%
HD vs ZS
+504.0%
-390.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.3% |
| 7D | -1.8% | -3.8% | +2.0% | -1.4% |
| 30D | -10.8% | -6.0% | -4.9% | -10.4% |
| 3M | -2.7% | +32.0% | -34.7% | -6.0% |
| 6M | -10.3% | +2.1% | -12.4% | -12.3% |
| YTD | -7.8% | -26.2% | +18.3% | -6.5% |
| 1Y | -23.1% | -41.2% | +18.0% | -20.0% |
| 3Y | +2.0% | +3.3% | -1.3% | -3.4% |
| 5Y | +6.2% | -40.7% | +46.9% | +2.4% |
| All | +114.0% | +504.0% | -390.0% | +45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling