+561.7%
HUT vs ZS
+498.3%
+63.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.6% |
| 7D | +5.4% | -3.1% | +8.5% | +6.5% |
| 30D | +8.6% | -7.2% | +15.8% | +10.1% |
| 3M | -15.2% | +30.5% | -45.7% | -26.2% |
| 6M | +92.9% | +7.0% | +85.9% | +68.2% |
| YTD | +114.6% | -26.8% | +141.5% | +118.3% |
| 1Y | +208.5% | -42.6% | +251.1% | +248.9% |
| 3Y | +821.5% | -0.3% | +821.8% | +711.7% |
| 5Y | +101.8% | -39.2% | +141.0% | +104.8% |
| All | +561.7% | +498.3% | +63.4% | +557.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling