+398.6%
ZS vs BHP
+270.4%
+128.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -3.1% | -3.6% | +0.5% | -2.0% |
| 30D | -7.2% | -1.2% | -6.0% | -7.1% |
| 3M | +30.5% | +1.2% | +29.3% | +29.3% |
| 6M | +7.0% | +21.4% | -14.4% | -1.5% |
| YTD | -26.8% | +50.4% | -77.3% | -38.3% |
| 1Y | -42.6% | +67.5% | -110.1% | -53.7% |
| 3Y | -0.3% | +72.8% | -73.1% | -21.8% |
| 5Y | -39.2% | +112.6% | -151.8% | -56.2% |
| All | +398.6% | +270.4% | +128.2% | +148.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling