+101.3%
HIMS vs ZS
+290.1%
-188.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -24.1% | -2.6% | -21.5% | -23.4% |
| 30D | -28.8% | -12.8% | -16.0% | -25.9% |
| 3M | -31.4% | +2.3% | -33.7% | -32.5% |
| 6M | -18.3% | +26.3% | -44.5% | -28.0% |
| YTD | -39.2% | -14.4% | -24.8% | -40.3% |
| 1Y | -45.3% | -37.6% | -7.6% | -40.5% |
| 3Y | +181.9% | +8.0% | +173.8% | +154.7% |
| 5Y | +166.6% | -44.9% | +211.5% | +156.0% |
| All | +101.3% | +290.1% | -188.8% | +79.2% |
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