-8.8%
ZS vs HTZ
-93.2%
+84.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +5.9% | -1.2% |
| 7D | -13.4% | -27.5% | +14.1% | -10.4% |
| 30D | -16.6% | -21.9% | +5.3% | -14.5% |
| 3M | +10.3% | -29.2% | +39.6% | +13.2% |
| 6M | +28.1% | -75.2% | +103.3% | +44.6% |
| YTD | -13.3% | -70.8% | +57.5% | -6.2% |
| 1Y | -40.7% | -76.1% | +35.4% | -34.1% |
| 3Y | +11.4% | -82.5% | +93.9% | +17.1% |
| 5Y | -42.2% | -94.1% | +51.9% | -20.9% |
| All | -8.8% | -93.2% | +84.4% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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