+20.9%
ZS vs HST
+77.0%
-56.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.0% |
| 7D | -16.9% | -2.7% | -14.2% | -15.8% |
| 30D | -7.4% | +10.7% | -18.1% | -10.9% |
| 3M | +21.6% | +6.3% | +15.3% | +18.7% |
| 6M | +42.4% | +19.0% | +23.4% | +31.2% |
| YTD | -12.1% | +47.0% | -59.2% | -27.0% |
| 1Y | -37.8% | +53.4% | -91.3% | -49.6% |
| 3Y | +20.9% | +78.0% | -57.1% | -9.2% |
| All | +20.9% | +77.0% | -56.1% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling