-40.4%
ZS vs THC
+35.8%
-76.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +2.8% |
| 7D | -3.8% | +4.1% | -7.9% | -3.6% |
| 30D | -6.0% | +3.5% | -9.5% | -5.8% |
| 3M | +32.0% | +61.7% | -29.8% | +40.0% |
| 6M | +2.1% | +11.8% | -9.7% | +5.0% |
| YTD | -26.2% | +35.4% | -61.6% | -22.5% |
| All | -40.4% | +35.8% | -76.3% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling