-94.8%
ZH vs SPY
+107.7%
-202.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | -3.3% | +2.6% | -5.9% | -6.7% |
| 30D | -21.1% | -2.0% | -19.1% | -18.9% |
| 3M | -16.6% | -2.8% | -13.8% | -13.4% |
| 6M | -17.9% | +2.1% | -20.0% | -20.8% |
| YTD | -18.9% | +11.5% | -30.4% | -30.5% |
| 1Y | -34.8% | +13.5% | -48.3% | -45.6% |
| 3Y | -55.7% | +77.7% | -133.4% | -82.3% |
| 5Y | -95.2% | +72.6% | -167.8% | -97.8% |
| All | -94.8% | +107.7% | -202.4% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling