-31.6%
ZS vs USHY
+1.9%
-33.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.8% |
| 7D | -12.3% | -0.2% | -12.1% | -11.8% |
| 30D | +11.2% | +0.7% | +10.5% | +10.0% |
| 3M | +37.5% | -2.2% | +39.7% | +43.6% |
| 6M | +57.8% | -0.9% | +58.7% | +60.8% |
| YTD | -0.2% | +0.2% | -0.4% | -1.2% |
| 1Y | -31.6% | +1.7% | -33.4% | -38.9% |
| All | -31.6% | +1.9% | -33.5% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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