-44.3%
ZS vs HIG
+110.6%
-155.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -2.6% | +2.6% | -5.2% | -3.6% |
| 30D | -12.8% | +4.2% | -17.0% | -14.3% |
| 3M | +2.3% | +0.2% | +2.1% | +1.9% |
| 6M | +26.3% | +4.6% | +21.7% | +24.1% |
| YTD | -14.4% | +1.1% | -15.5% | -15.3% |
| 1Y | -37.6% | +4.7% | -42.3% | -39.2% |
| 3Y | +8.0% | +95.5% | -87.4% | -22.3% |
| All | -44.3% | +110.6% | -155.0% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling