+390.7%
ZS vs HUBB
+338.2%
+52.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.9% |
| 7D | -9.2% | +4.8% | -14.0% | -10.7% |
| 30D | -4.0% | -9.3% | +5.3% | -0.9% |
| 3M | +25.3% | -3.9% | +29.2% | +25.7% |
| 6M | -1.3% | -0.8% | -0.5% | -3.7% |
| YTD | -28.0% | +5.6% | -33.6% | -31.8% |
| 1Y | -42.5% | +7.7% | -50.2% | -46.1% |
| 3Y | +0.7% | +47.5% | -46.7% | -17.8% |
| 5Y | -42.3% | +153.7% | -196.0% | -61.4% |
| All | +390.7% | +338.2% | +52.5% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling