+485.5%
ZS vs HDB
+12.8%
+472.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -5.2% | +4.1% | -9.3% | -6.3% |
| 30D | -15.5% | +13.0% | -28.5% | -18.6% |
| 3M | +9.0% | +11.3% | -2.3% | +5.0% |
| 6M | +32.2% | +6.9% | +25.2% | +29.1% |
| YTD | -14.1% | -29.6% | +15.5% | -5.9% |
| 1Y | -39.1% | -29.5% | -9.5% | -33.4% |
| 3Y | +10.4% | -8.1% | +18.5% | +9.0% |
| 5Y | -44.6% | -23.4% | -21.2% | -43.3% |
| All | +485.5% | +12.8% | +472.7% | +446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling