+92.1%
HUBS vs ZS
+498.3%
-406.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.5% |
| 7D | -9.0% | -3.1% | -5.9% | -7.6% |
| 30D | +7.2% | -7.2% | +14.4% | +11.4% |
| 3M | +20.9% | +30.5% | -9.6% | +5.6% |
| 6M | -13.0% | +7.0% | -20.0% | -19.3% |
| YTD | -43.8% | -26.8% | -17.0% | -36.8% |
| 1Y | -54.6% | -42.6% | -12.0% | -43.0% |
| 3Y | -58.5% | -0.3% | -58.1% | -61.9% |
| 5Y | -66.4% | -39.2% | -27.2% | -62.8% |
| All | +92.1% | +498.3% | -406.2% | +4.1% |
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