-44.3%
ZS vs BHP
+119.2%
-163.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | -12.8% | -4.5% | -8.3% | -11.7% |
| 3M | +2.3% | -6.9% | +9.2% | +4.0% |
| 6M | +26.3% | -10.6% | +36.8% | +29.1% |
| YTD | -14.4% | +37.2% | -51.6% | -27.5% |
| 1Y | -37.6% | +48.0% | -85.7% | -49.0% |
| 3Y | +8.0% | +52.6% | -44.5% | -15.6% |
| All | -44.3% | +119.2% | -163.5% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling