+453.1%
HL vs ZS
+488.9%
-35.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.6% | -0.4% |
| 7D | +7.1% | -9.2% | +16.3% | +8.4% |
| 30D | +21.4% | -4.0% | +25.4% | +21.8% |
| 3M | +37.4% | +25.3% | +12.1% | +32.8% |
| 6M | +0.4% | -1.3% | +1.7% | -1.5% |
| YTD | +6.7% | -28.0% | +34.7% | +8.9% |
| 1Y | +102.4% | -42.5% | +144.9% | +113.0% |
| 3Y | +417.4% | +0.7% | +416.7% | +394.0% |
| 5Y | +243.3% | -42.3% | +285.6% | +234.4% |
| All | +453.1% | +488.9% | -35.7% | +317.2% |
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 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