+503.2%
ZS vs HAS
+85.4%
+417.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | -11.1% | +2.2% | -13.2% | -11.7% |
| 30D | -14.8% | +29.6% | -44.4% | -22.0% |
| 3M | +18.0% | +30.3% | -12.3% | +7.6% |
| 6M | +30.8% | +25.6% | +5.2% | +20.0% |
| YTD | -11.5% | +50.8% | -62.3% | -24.6% |
| 1Y | -37.8% | +63.0% | -100.8% | -48.6% |
| 3Y | +16.6% | +211.6% | -195.0% | -27.3% |
| 5Y | -43.6% | +50.4% | -93.9% | -54.0% |
| All | +503.2% | +85.4% | +417.7% | +313.3% |
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