+325.6%
HPE vs ZS
+498.3%
-172.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.6% | +11.8% | +12.4% |
| 7D | +19.4% | -3.1% | +22.5% | +19.9% |
| 30D | +5.6% | -7.2% | +12.8% | +6.5% |
| 3M | +33.1% | +30.5% | +2.6% | +27.8% |
| 6M | +192.5% | +7.0% | +185.5% | +184.2% |
| YTD | +160.9% | -26.8% | +187.8% | +166.1% |
| 1Y | +155.0% | -42.6% | +197.6% | +168.4% |
| 3Y | +289.4% | -0.3% | +289.7% | +277.4% |
| 5Y | +395.7% | -39.2% | +434.9% | +382.6% |
| All | +325.6% | +498.3% | -172.8% | +189.4% |
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