-31.6%
ZS vs BHP
+53.4%
-85.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | 0.0% |
| 7D | -12.3% | -2.5% | -9.7% | -12.5% |
| 30D | +11.2% | -7.7% | +18.9% | +10.2% |
| 3M | +37.5% | -6.4% | +43.9% | +36.5% |
| 6M | +57.8% | +5.2% | +52.7% | +59.8% |
| YTD | -0.2% | +38.3% | -38.5% | -1.1% |
| 1Y | -31.6% | +53.4% | -85.0% | -30.6% |
| All | -31.6% | +53.4% | -85.1% | -30.6% |
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