+142.0%
HD vs ZS
+608.8%
-466.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +5.2% | -13.4% | +18.6% | +6.8% |
| 30D | +20.7% | -16.6% | +37.3% | +22.8% |
| 3M | +0.8% | +10.3% | -9.5% | -1.0% |
| 6M | +12.2% | +28.1% | -15.9% | +6.7% |
| YTD | +4.2% | -13.3% | +17.6% | +3.2% |
| 1Y | -2.6% | -40.7% | +38.2% | +1.2% |
| 3Y | +30.0% | +11.4% | +18.7% | +21.7% |
| 5Y | +8.1% | -42.2% | +50.3% | +4.1% |
| All | +142.0% | +608.8% | -466.8% | +61.1% |
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