+403.3%
ZS vs FHN
+66.6%
+336.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.6% |
| 7D | -3.8% | 0.0% | -3.9% | -3.8% |
| 30D | -6.0% | -2.6% | -3.4% | -5.7% |
| 3M | +32.0% | 0.0% | +32.0% | +32.0% |
| 6M | +2.1% | +9.2% | -7.1% | +0.9% |
| YTD | -26.2% | +4.3% | -30.5% | -26.6% |
| 1Y | -41.2% | +10.8% | -51.9% | -42.0% |
| 3Y | +3.3% | +130.7% | -127.4% | -4.2% |
| 5Y | -40.7% | +87.4% | -128.1% | -43.9% |
| All | +403.3% | +66.6% | +336.7% | +478.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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