-94.5%
ZH vs SPY
+108.1%
-202.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.8% |
| 7D | +9.8% | -2.0% | +11.7% | +12.7% |
| 30D | -14.8% | -1.7% | -13.2% | -13.0% |
| 3M | -12.2% | +4.7% | -16.9% | -18.0% |
| 6M | -10.8% | +12.5% | -23.3% | -24.6% |
| YTD | -14.3% | +11.7% | -26.1% | -26.8% |
| 1Y | -45.1% | +17.5% | -62.6% | -56.3% |
| 3Y | -54.1% | +76.6% | -130.6% | -81.6% |
| 5Y | -95.7% | +82.0% | -177.7% | -98.2% |
| All | -94.5% | +108.1% | -202.6% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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