+390.7%
ZS vs HST
+63.9%
+326.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -9.2% | +2.0% | -11.2% | -9.7% |
| 30D | -4.0% | -5.2% | +1.2% | -2.8% |
| 3M | +25.3% | -6.2% | +31.5% | +27.1% |
| 6M | -1.3% | +20.4% | -21.7% | -6.8% |
| YTD | -28.0% | +30.6% | -58.6% | -33.4% |
| 1Y | -42.5% | +37.4% | -79.8% | -47.7% |
| 3Y | +0.7% | +66.1% | -65.4% | -13.1% |
| 5Y | -42.3% | +73.7% | -116.0% | -49.2% |
| All | +390.7% | +63.9% | +326.8% | +378.6% |
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