-42.2%
ZS vs HDB
-22.5%
-19.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.3% |
| 7D | -13.4% | +12.7% | -26.1% | -17.4% |
| 30D | -16.6% | +16.6% | -33.2% | -21.9% |
| 3M | +10.3% | +10.8% | -0.5% | +4.8% |
| 6M | +28.1% | +3.8% | +24.3% | +25.4% |
| YTD | -13.3% | -28.9% | +15.6% | -0.2% |
| 1Y | -40.7% | -28.0% | -12.8% | -32.3% |
| 3Y | +11.4% | -7.2% | +18.5% | +4.9% |
| 5Y | -42.2% | -22.2% | -19.9% | -40.5% |
| All | -42.2% | -22.5% | -19.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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