-44.3%
ZS vs HBM
+194.0%
-238.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -2.6% | +2.2% | -4.9% | -3.2% |
| 30D | -12.8% | -11.8% | -1.0% | -10.6% |
| 3M | +2.3% | -19.2% | +21.5% | +6.2% |
| 6M | +26.3% | -22.9% | +49.2% | +30.6% |
| YTD | -14.4% | +7.8% | -22.2% | -20.9% |
| 1Y | -37.6% | +34.9% | -72.5% | -46.1% |
| 3Y | +8.0% | +422.2% | -414.2% | -40.9% |
| All | -44.3% | +194.0% | -238.4% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling