+121.3%
HD vs ZS
+517.5%
-396.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.4% |
| 7D | -2.1% | -7.8% | +5.8% | -1.2% |
| 30D | -8.4% | +5.0% | -13.5% | -9.1% |
| 3M | +4.3% | +25.5% | -21.2% | +1.4% |
| 6M | -11.1% | +8.7% | -19.8% | -13.8% |
| YTD | -4.7% | -24.5% | +19.8% | -3.6% |
| 1Y | -19.8% | -36.7% | +16.9% | -17.3% |
| 3Y | +4.1% | +7.2% | -3.1% | -1.9% |
| 5Y | +10.3% | -40.9% | +51.2% | +6.4% |
| All | +121.3% | +517.5% | -396.1% | +50.5% |
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