+390.7%
ZS vs BHP
+291.0%
+99.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.4% | -5.2% |
| 7D | -9.2% | +1.3% | -10.5% | -9.6% |
| 30D | -4.0% | +4.0% | -8.0% | -5.4% |
| 3M | +25.3% | +12.3% | +13.0% | +20.0% |
| 6M | -1.3% | +30.8% | -32.1% | -11.3% |
| YTD | -28.0% | +58.8% | -86.8% | -40.3% |
| 1Y | -42.5% | +76.8% | -119.3% | -54.3% |
| 3Y | +0.7% | +87.5% | -86.7% | -23.1% |
| 5Y | -42.3% | +123.9% | -166.2% | -59.1% |
| All | +390.7% | +291.0% | +99.8% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling