+180.7%
HIMS vs ZS
+233.5%
-52.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.1% |
| 7D | -0.7% | -3.1% | +2.4% | +0.1% |
| 30D | -8.2% | -7.2% | -1.0% | -6.5% |
| 3M | -4.7% | +30.5% | -35.2% | -12.8% |
| 6M | +6.3% | +7.0% | -0.7% | -1.6% |
| YTD | -15.3% | -26.8% | +11.6% | -12.2% |
| 1Y | -46.9% | -42.6% | -4.2% | -40.5% |
| 3Y | +321.3% | -0.3% | +321.6% | +292.7% |
| 5Y | +215.8% | -39.2% | +255.0% | +210.3% |
| All | +180.7% | +233.5% | -52.8% | +163.4% |
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 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