+0.6%
ZS vs BHP
+81.6%
-81.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -3.8% | +0.9% | -4.7% | -4.0% |
| 30D | -6.0% | +4.0% | -10.0% | -6.9% |
| 3M | +32.0% | +11.3% | +20.7% | +28.4% |
| 6M | +2.1% | +29.3% | -27.2% | -5.4% |
| YTD | -26.2% | +59.2% | -85.4% | -37.5% |
| 1Y | -41.2% | +80.8% | -122.0% | -53.0% |
| All | +0.6% | +81.6% | -81.0% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling