+398.6%
ZS vs HUBB
+334.1%
+64.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.1% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -7.2% | -10.0% | +2.8% | -4.0% |
| 3M | +30.5% | -1.6% | +32.1% | +29.8% |
| 6M | +7.0% | -3.1% | +10.1% | +5.3% |
| YTD | -26.8% | +4.6% | -31.4% | -30.5% |
| 1Y | -42.6% | +3.3% | -45.9% | -45.4% |
| 3Y | -0.3% | +46.6% | -46.9% | -18.5% |
| 5Y | -39.2% | +158.7% | -197.9% | -59.5% |
| All | +398.6% | +334.1% | +64.5% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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