+286.4%
HUT vs ZS
+599.9%
-313.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -7.0% |
| 7D | +9.3% | -2.6% | +12.0% | +10.4% |
| 30D | -23.1% | -12.8% | -10.3% | -19.3% |
| 3M | -30.6% | +2.3% | -32.9% | -32.9% |
| 6M | -46.9% | +26.3% | -73.1% | -56.0% |
| YTD | +25.3% | -14.4% | +39.7% | +18.5% |
| 1Y | +59.8% | -37.6% | +97.5% | +72.9% |
| 3Y | +467.2% | +8.0% | +459.2% | +380.2% |
| 5Y | -24.6% | -44.9% | +20.2% | -25.8% |
| All | +286.4% | +599.9% | -313.5% | +257.1% |
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 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