-38.6%
ZS vs HRB
+111.1%
-149.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.1% |
| 7D | -3.8% | -10.6% | +6.8% | -0.2% |
| 30D | -6.0% | -0.8% | -5.2% | -6.5% |
| 3M | +32.0% | +19.1% | +12.9% | +23.1% |
| 6M | +2.1% | +48.7% | -46.6% | -11.4% |
| YTD | -26.2% | +7.1% | -33.3% | -30.5% |
| 1Y | -41.2% | -8.3% | -32.8% | -42.6% |
| 3Y | +3.3% | +25.8% | -22.5% | -10.3% |
| All | -38.6% | +111.1% | -149.7% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling