-31.6%
ZS vs JHX
+44.7%
-76.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.3% | -8.6% | +0.5% |
| 7D | -12.3% | +13.3% | -25.5% | -11.1% |
| 30D | +11.2% | +17.1% | -5.9% | +12.9% |
| 3M | +37.5% | +4.1% | +33.4% | +38.2% |
| 6M | +57.8% | +48.5% | +9.3% | +67.6% |
| YTD | -0.2% | +42.3% | -42.5% | +7.3% |
| 1Y | -31.6% | +47.4% | -79.0% | -26.7% |
| All | -31.6% | +44.7% | -76.3% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling