+414.5%
ZS vs HDB
+1.7%
+412.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -7.8% | +0.4% | -8.3% | -8.0% |
| 30D | +5.0% | -2.8% | +7.9% | +5.7% |
| 3M | +25.5% | -3.5% | +29.1% | +26.2% |
| 6M | +8.7% | -24.7% | +33.4% | +17.5% |
| YTD | -24.5% | -36.6% | +12.1% | -14.4% |
| 1Y | -36.7% | -34.4% | -2.3% | -29.1% |
| 3Y | +7.2% | -24.4% | +31.6% | +12.8% |
| 5Y | -40.9% | -35.4% | -5.6% | -36.7% |
| All | +414.5% | +1.7% | +412.9% | +396.9% |
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