+499.0%
ZS vs HST
+84.5%
+414.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.0% |
| 7D | -16.9% | -2.7% | -14.2% | -16.2% |
| 30D | -7.4% | +10.7% | -18.1% | -9.8% |
| 3M | +21.6% | +6.3% | +15.3% | +19.6% |
| 6M | +42.4% | +19.0% | +23.4% | +35.4% |
| YTD | -12.1% | +47.0% | -59.2% | -21.1% |
| 1Y | -37.8% | +53.4% | -91.3% | -44.9% |
| 3Y | +20.9% | +78.0% | -57.1% | +2.5% |
| 5Y | -41.6% | +71.7% | -113.3% | -49.9% |
| All | +499.0% | +84.5% | +414.4% | +467.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling