-40.4%
ZS vs FHN
+10.6%
-51.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.5% |
| 3M | +32.0% | 0.0% | +32.0% | +32.2% |
| 6M | +2.1% | +9.2% | -7.1% | -0.4% |
| YTD | -26.2% | +4.3% | -30.5% | -26.4% |
| All | -40.4% | +10.6% | -51.0% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling