+39.7%
HPQ vs ZS
-42.5%
+82.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.4% | +4.5% |
| 7D | +2.2% | -3.8% | +6.1% | +2.9% |
| 30D | +9.7% | -6.0% | +15.7% | +10.6% |
| 3M | +32.7% | +32.0% | +0.7% | +25.6% |
| 6M | +77.7% | +2.1% | +75.6% | +72.1% |
| YTD | +51.0% | -26.2% | +77.1% | +54.5% |
| 1Y | +18.4% | -41.2% | +59.6% | +26.0% |
| 3Y | +25.6% | +3.3% | +22.2% | +16.7% |
| All | +39.7% | -42.5% | +82.2% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling