+390.7%
ZS vs HBM
+284.8%
+105.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.7% | -10.4% | -5.7% |
| 7D | -9.2% | +7.3% | -16.5% | -10.4% |
| 30D | -4.0% | +5.0% | -9.0% | -5.1% |
| 3M | +25.3% | +11.1% | +14.2% | +21.8% |
| 6M | -1.3% | +30.2% | -31.5% | -8.2% |
| YTD | -28.0% | +46.2% | -74.2% | -35.4% |
| 1Y | -42.5% | +120.0% | -162.5% | -53.0% |
| 3Y | +0.7% | +527.3% | -526.5% | -35.7% |
| 5Y | -42.3% | +400.3% | -442.6% | -62.7% |
| All | +390.7% | +284.8% | +105.9% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling