-45.1%
ZH vs SPY
+17.2%
-62.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.6% |
| 7D | +9.8% | -2.0% | +11.7% | +12.0% |
| 30D | -14.8% | -1.7% | -13.2% | -13.4% |
| 3M | -12.2% | +4.7% | -16.9% | -17.3% |
| 6M | -10.8% | +12.5% | -23.3% | -25.5% |
| YTD | -14.3% | +11.7% | -26.1% | -27.9% |
| 1Y | -45.1% | +17.5% | -62.6% | -56.7% |
| All | -45.1% | +17.2% | -62.3% | -56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling