-38.6%
ZS vs HALO
+158.6%
-197.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -3.1% | -2.7% | -0.4% | -2.4% |
| 30D | -7.2% | +5.3% | -12.5% | -8.5% |
| 3M | +30.5% | +51.6% | -21.1% | +15.9% |
| 6M | +7.0% | +61.3% | -54.3% | -7.2% |
| YTD | -26.8% | +59.3% | -86.1% | -36.7% |
| 1Y | -42.6% | +38.3% | -80.9% | -48.3% |
| 3Y | -0.3% | +185.9% | -186.2% | -37.0% |
| All | -38.6% | +158.6% | -197.2% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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