-20.6%
ZS vs HTZ
-89.5%
+69.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.6% |
| 7D | -7.8% | +7.5% | -15.3% | -8.6% |
| 30D | +5.0% | +47.4% | -42.4% | -0.7% |
| 3M | +25.5% | -54.9% | +80.4% | +33.3% |
| 6M | +8.7% | -47.0% | +55.7% | +10.6% |
| YTD | -24.5% | -55.3% | +30.7% | -21.6% |
| 1Y | -36.7% | -57.6% | +20.9% | -34.8% |
| 3Y | +7.2% | -86.6% | +93.8% | +34.5% |
| 5Y | -40.9% | -86.1% | +45.2% | -21.7% |
| All | -20.6% | -89.5% | +69.0% | +3.8% |
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