+414.5%
ZS vs FHN
+69.1%
+345.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -7.8% | +1.2% | -9.0% | -8.0% |
| 30D | +5.0% | -4.7% | +9.7% | +5.6% |
| 3M | +25.5% | +3.5% | +22.0% | +25.0% |
| 6M | +8.7% | +7.8% | +0.9% | +7.6% |
| YTD | -24.5% | +5.9% | -30.4% | -25.1% |
| 1Y | -36.7% | +12.5% | -49.2% | -37.7% |
| 3Y | +7.2% | +117.2% | -110.0% | -0.4% |
| 5Y | -40.9% | +86.5% | -127.5% | -44.1% |
| All | +414.5% | +69.1% | +345.5% | +490.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling