-42.6%
ZS vs BHP
+70.6%
-113.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.6% |
| 7D | -3.1% | -3.6% | +0.5% | -3.3% |
| 30D | -7.2% | -1.2% | -6.0% | -7.2% |
| 3M | +30.5% | +1.2% | +29.3% | +30.3% |
| 6M | +7.0% | +21.4% | -14.4% | +9.1% |
| YTD | -26.8% | +50.4% | -77.3% | -27.1% |
| 1Y | -42.6% | +67.5% | -110.1% | -42.8% |
| All | -42.6% | +70.6% | -113.2% | -42.8% |
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