-7.5%
ZS vs HTZ
-92.5%
+85.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.4% | +5.3% | -2.1% |
| 7D | -16.9% | -14.6% | -2.3% | -15.5% |
| 30D | -7.4% | -20.8% | +13.3% | -5.3% |
| 3M | +21.6% | -18.8% | +40.4% | +22.7% |
| 6M | +42.4% | -74.7% | +117.1% | +60.4% |
| YTD | -12.1% | -68.1% | +56.0% | -5.7% |
| 1Y | -37.8% | -73.5% | +35.7% | -31.7% |
| 3Y | +20.9% | -81.8% | +102.7% | +28.0% |
| 5Y | -41.6% | -95.2% | +53.6% | -19.8% |
| All | -7.5% | -92.5% | +85.0% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling