+395.4%
ZS vs HBM
+253.8%
+141.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.5% | +6.0% | -0.2% |
| 7D | -8.1% | -3.7% | -4.3% | -7.5% |
| 30D | -8.4% | -3.7% | -4.8% | -8.1% |
| 3M | +31.1% | +8.0% | +23.1% | +27.9% |
| 6M | +4.4% | +15.8% | -11.4% | -0.8% |
| YTD | -27.3% | +34.4% | -61.7% | -33.8% |
| 1Y | -41.4% | +98.2% | -139.5% | -51.1% |
| 3Y | +1.7% | +476.6% | -474.9% | -34.1% |
| 5Y | -39.6% | +331.1% | -370.7% | -60.0% |
| All | +395.4% | +253.8% | +141.6% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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