+483.2%
ZS vs HST
+91.1%
+392.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.6% | +3.6% | -6.2% | -3.5% |
| 30D | -12.8% | +11.2% | -24.0% | -15.2% |
| 3M | +2.3% | +13.1% | -10.8% | -0.9% |
| 6M | +26.3% | +23.9% | +2.4% | +18.8% |
| YTD | -14.4% | +52.3% | -66.7% | -23.9% |
| 1Y | -37.6% | +56.7% | -94.3% | -45.0% |
| 3Y | +8.0% | +87.5% | -79.5% | -9.6% |
| 5Y | -44.9% | +82.8% | -127.7% | -53.1% |
| All | +483.2% | +91.1% | +392.1% | +447.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling