-0.3%
ZS vs HRB
+25.9%
-26.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -3.1% | -8.0% | +4.9% | -0.2% |
| 30D | -7.2% | -16.0% | +8.8% | -1.6% |
| 3M | +30.5% | +26.9% | +3.6% | +18.0% |
| 6M | +7.0% | +51.1% | -44.1% | -8.8% |
| YTD | -26.8% | +7.1% | -33.9% | -33.3% |
| 1Y | -42.6% | -9.6% | -33.0% | -46.0% |
| 3Y | -0.3% | +25.4% | -25.7% | -18.3% |
| All | -0.3% | +25.9% | -26.2% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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