-1.0%
ZS vs HIG
+101.8%
-102.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -8.1% | -2.3% | -5.8% | -7.4% |
| 30D | -8.4% | -1.2% | -7.2% | -8.1% |
| 3M | +31.1% | +6.3% | +24.8% | +28.5% |
| 6M | +4.4% | +0.6% | +3.8% | +4.1% |
| YTD | -27.3% | +0.6% | -27.9% | -27.6% |
| 1Y | -41.4% | +6.1% | -47.5% | -42.7% |
| All | -1.0% | +101.8% | -102.7% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling