-44.6%
ZS vs FHN
+60.0%
-104.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -5.2% | +1.3% | -6.5% | -5.5% |
| 30D | -15.5% | +2.8% | -18.3% | -16.0% |
| 3M | +9.0% | -8.9% | +17.9% | +11.4% |
| 6M | +32.2% | -0.7% | +32.9% | +32.2% |
| YTD | -14.1% | +0.1% | -14.2% | -14.5% |
| 1Y | -39.1% | +10.4% | -49.5% | -40.9% |
| 3Y | +10.4% | +128.8% | -118.4% | -8.4% |
| 5Y | -44.6% | +61.5% | -106.1% | -48.8% |
| All | -44.6% | +60.0% | -104.6% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling