+136.8%
HD vs ZS
+618.8%
-482.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.5% |
| 7D | +4.3% | -16.9% | +21.2% | +6.3% |
| 30D | +20.2% | -7.4% | +27.6% | +20.8% |
| 3M | -1.0% | +21.6% | -22.6% | -3.9% |
| 6M | +7.9% | +42.4% | -34.5% | +1.3% |
| YTD | +2.0% | -12.1% | +14.1% | +0.8% |
| 1Y | -4.3% | -37.8% | +33.5% | -1.2% |
| 3Y | +25.9% | +20.9% | +5.0% | +16.6% |
| 5Y | +5.8% | -41.6% | +47.4% | +1.8% |
| All | +136.8% | +618.8% | -482.0% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling