-53.6%
ZH vs SPY
+78.7%
-132.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | -0.5% | +10.6% | +10.5% |
| 7D | +8.8% | +0.5% | +8.3% | +8.3% |
| 30D | -12.6% | -0.9% | -11.7% | -12.0% |
| 3M | -12.9% | +3.9% | -16.8% | -15.7% |
| 6M | -8.4% | +14.5% | -22.9% | -18.2% |
| YTD | -13.4% | +12.9% | -26.3% | -21.8% |
| 1Y | -43.5% | +19.4% | -62.9% | -51.0% |
| 3Y | -53.6% | +78.5% | -132.1% | -68.3% |
| All | -53.6% | +78.7% | -132.3% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling