+414.5%
ZS vs HST
+63.8%
+350.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -7.8% | -1.0% | -6.8% | -7.6% |
| 30D | +5.0% | -12.3% | +17.3% | +8.4% |
| 3M | +25.5% | -6.4% | +31.9% | +27.4% |
| 6M | +8.7% | +15.0% | -6.3% | +3.9% |
| YTD | -24.5% | +30.5% | -55.0% | -30.2% |
| 1Y | -36.7% | +35.7% | -72.4% | -42.2% |
| 3Y | +7.2% | +68.4% | -61.2% | -7.8% |
| 5Y | -40.9% | +73.1% | -114.0% | -47.9% |
| All | +414.5% | +63.8% | +350.8% | +402.0% |
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