+72.4%
HON vs ZS
+488.9%
-416.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | -0.3% |
| 7D | -0.8% | -9.2% | +8.4% | -0.1% |
| 30D | -15.2% | -4.0% | -11.2% | -15.0% |
| 3M | -6.0% | +25.3% | -31.3% | -7.8% |
| 6M | -14.9% | -1.3% | -13.6% | -15.8% |
| YTD | +3.2% | -28.0% | +31.2% | +4.4% |
| 1Y | 0.0% | -42.5% | +42.5% | +3.0% |
| 3Y | +21.5% | +0.7% | +20.7% | +18.2% |
| 5Y | +4.0% | -42.3% | +46.3% | +2.1% |
| All | +72.4% | +488.9% | -416.5% | +37.1% |
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