+390.7%
ZS vs HRB
+140.3%
+250.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.5% | +1.8% | -3.5% |
| 7D | -9.2% | -9.1% | -0.2% | -7.6% |
| 30D | -4.0% | +0.3% | -4.3% | -4.4% |
| 3M | +25.3% | +23.4% | +1.9% | +20.2% |
| 6M | -1.3% | +45.1% | -46.4% | -7.8% |
| YTD | -28.0% | +8.9% | -36.9% | -30.5% |
| 1Y | -42.5% | -7.9% | -34.6% | -43.5% |
| 3Y | +0.7% | +27.9% | -27.2% | -5.0% |
| 5Y | -42.3% | +108.3% | -150.6% | -46.3% |
| All | +390.7% | +140.3% | +250.4% | +369.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling