+414.5%
ZS vs THC
+965.7%
-551.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | -7.8% | -0.7% | -7.2% | -7.8% |
| 30D | +5.0% | +1.3% | +3.8% | +4.8% |
| 3M | +25.5% | +64.2% | -38.7% | +17.4% |
| 6M | +8.7% | +8.3% | +0.4% | +6.9% |
| YTD | -24.5% | +33.4% | -57.9% | -28.1% |
| 1Y | -36.7% | +37.7% | -74.4% | -40.1% |
| 3Y | +7.2% | +236.8% | -229.6% | -11.6% |
| 5Y | -40.9% | +249.3% | -290.2% | -52.6% |
| All | +414.5% | +965.7% | -551.2% | +301.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling