+269.4%
HPE vs ZS
+2.4%
+267.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.6% | +4.6% |
| 7D | +13.6% | -3.8% | +17.5% | +14.6% |
| 30D | +7.7% | -6.0% | +13.7% | +8.8% |
| 3M | +22.4% | +32.0% | -9.6% | +14.2% |
| 6M | +172.6% | +2.1% | +170.5% | +161.8% |
| YTD | +147.5% | -26.2% | +173.7% | +158.9% |
| 1Y | +151.8% | -41.2% | +192.9% | +180.8% |
| All | +269.4% | +2.4% | +267.0% | +219.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling