+483.2%
ZS vs HBM
+183.8%
+299.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -2.6% | +2.2% | -4.9% | -3.1% |
| 30D | -12.8% | -11.8% | -1.0% | -11.0% |
| 3M | +2.3% | -19.2% | +21.5% | +5.7% |
| 6M | +26.3% | -22.9% | +49.2% | +30.0% |
| YTD | -14.4% | +7.8% | -22.2% | -19.2% |
| 1Y | -37.6% | +34.9% | -72.5% | -44.0% |
| 3Y | +8.0% | +422.2% | -414.2% | -28.9% |
| 5Y | -44.9% | +192.8% | -237.7% | -61.1% |
| All | +483.2% | +183.8% | +299.4% | +261.5% |
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