+116.4%
HPE vs ZS
-31.8%
+148.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.6% |
| 7D | -17.0% | -12.3% | -4.7% | -15.7% |
| 30D | -26.7% | +11.2% | -37.9% | -27.2% |
| 3M | -4.1% | +37.5% | -41.7% | -6.6% |
| 6M | +75.4% | +57.8% | +17.6% | +66.4% |
| YTD | +111.0% | -0.2% | +111.2% | +106.3% |
| 1Y | +116.4% | -31.6% | +148.1% | +116.8% |
| All | +116.4% | -31.8% | +148.3% | +116.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling