+398.6%
ZS vs HIG
+204.0%
+194.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | -3.1% | -1.5% | -1.6% | -2.9% |
| 30D | -7.2% | -0.4% | -6.9% | -7.2% |
| 3M | +30.5% | +6.7% | +23.8% | +29.3% |
| 6M | +7.0% | +2.0% | +5.0% | +6.7% |
| YTD | -26.8% | +0.3% | -27.1% | -26.9% |
| 1Y | -42.6% | +4.2% | -46.8% | -43.0% |
| 3Y | -0.3% | +102.2% | -102.5% | -8.3% |
| 5Y | -39.2% | +118.5% | -157.7% | -44.5% |
| All | +398.6% | +204.0% | +194.6% | +398.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling