-36.7%
ZS vs USHY
+4.6%
-41.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.4% |
| 7D | -7.8% | -0.1% | -7.7% | -7.5% |
| 30D | +5.0% | +0.1% | +5.0% | +4.9% |
| 3M | +25.5% | +0.8% | +24.7% | +23.7% |
| 6M | +8.7% | +1.7% | +7.0% | +5.6% |
| YTD | -24.5% | +2.5% | -27.0% | -28.1% |
| 1Y | -36.7% | +4.4% | -41.1% | -43.0% |
| All | -36.7% | +4.6% | -41.3% | -43.0% |
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