+284.0%
HPE vs ZS
+488.9%
-204.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.6% | +12.4% | +8.4% |
| 7D | +10.1% | -9.2% | +19.4% | +11.5% |
| 30D | +5.3% | -4.0% | +9.3% | +5.6% |
| 3M | +12.7% | +25.3% | -12.6% | +8.8% |
| 6M | +167.7% | -1.3% | +169.0% | +163.0% |
| YTD | +135.5% | -28.0% | +163.5% | +140.6% |
| 1Y | +143.4% | -42.5% | +185.9% | +156.1% |
| 3Y | +249.2% | +0.7% | +248.4% | +238.0% |
| 5Y | +343.8% | -42.3% | +386.1% | +334.3% |
| All | +284.0% | +488.9% | -204.9% | +161.6% |
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