+1.9%
HON vs ZS
-43.4%
+45.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.2% |
| 7D | -2.6% | -8.1% | +5.4% | -1.9% |
| 30D | -11.9% | -8.4% | -3.4% | -11.3% |
| 3M | -6.1% | +31.1% | -37.1% | -8.7% |
| 6M | -19.2% | +4.4% | -23.6% | -20.7% |
| YTD | +0.2% | -27.3% | +27.5% | +1.8% |
| 1Y | -1.5% | -41.4% | +39.9% | +2.4% |
| 3Y | +17.9% | +1.7% | +16.3% | +13.6% |
| 5Y | +1.9% | -39.6% | +41.5% | -2.4% |
| All | +1.9% | -43.4% | +45.4% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling