+483.2%
ZS vs HAS
+84.8%
+398.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -2.6% | +1.4% | -4.0% | -3.1% |
| 30D | -12.8% | +26.3% | -39.1% | -19.5% |
| 3M | +2.3% | +25.6% | -23.3% | -5.6% |
| 6M | +26.3% | +30.3% | -4.0% | +14.3% |
| YTD | -14.4% | +50.4% | -64.8% | -27.1% |
| 1Y | -37.6% | +57.7% | -95.3% | -47.9% |
| 3Y | +8.0% | +213.4% | -205.4% | -32.8% |
| 5Y | -44.9% | +49.1% | -93.9% | -54.9% |
| All | +483.2% | +84.8% | +398.4% | +299.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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