+403.3%
ZS vs THC
+981.9%
-578.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +2.1% |
| 7D | -3.8% | +4.1% | -7.9% | -4.3% |
| 30D | -6.0% | +3.5% | -9.5% | -6.4% |
| 3M | +32.0% | +61.7% | -29.8% | +23.7% |
| 6M | +2.1% | +11.8% | -9.7% | +0.1% |
| YTD | -26.2% | +35.4% | -61.6% | -29.8% |
| 1Y | -41.2% | +37.0% | -78.2% | -44.3% |
| 3Y | +3.3% | +260.1% | -256.8% | -15.4% |
| 5Y | -40.7% | +262.6% | -303.3% | -52.6% |
| All | +403.3% | +981.9% | -578.6% | +292.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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