+58.0%
HUM vs ZS
+504.0%
-446.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -0.9% |
| 7D | -0.2% | -3.8% | +3.6% | 0.0% |
| 30D | +3.7% | -6.0% | +9.7% | +3.9% |
| 3M | +10.4% | +32.0% | -21.6% | +8.5% |
| 6M | +125.7% | +2.1% | +123.6% | +123.4% |
| YTD | +57.3% | -26.2% | +83.5% | +58.1% |
| 1Y | +48.6% | -41.2% | +89.8% | +51.0% |
| 3Y | -11.3% | +3.3% | -14.6% | -13.6% |
| 5Y | +0.8% | -40.7% | +41.5% | -0.8% |
| All | +58.0% | +504.0% | -446.0% | +27.2% |
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