-36.7%
ZS vs BHP
+65.8%
-102.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -4.7% |
| 7D | -7.8% | -5.0% | -2.9% | -8.2% |
| 30D | +5.0% | +1.2% | +3.9% | +5.1% |
| 3M | +25.5% | +1.8% | +23.7% | +25.3% |
| 6M | +8.7% | +18.0% | -9.3% | +10.8% |
| YTD | -24.5% | +52.7% | -77.2% | -24.2% |
| 1Y | -36.7% | +66.0% | -102.7% | -36.1% |
| All | -36.7% | +65.8% | -102.5% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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