+398.6%
ZS vs USHY
+50.6%
+348.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.1% | -0.7% | -2.4% | -1.7% |
| 30D | -7.2% | -0.7% | -6.5% | -5.8% |
| 3M | +30.5% | +0.1% | +30.4% | +30.5% |
| 6M | +7.0% | +1.8% | +5.2% | +3.2% |
| YTD | -26.8% | +1.8% | -28.6% | -29.4% |
| 1Y | -42.6% | +3.3% | -45.9% | -46.2% |
| 3Y | -0.3% | +27.0% | -27.3% | -37.2% |
| 5Y | -39.2% | +21.0% | -60.2% | -58.0% |
| All | +398.6% | +50.6% | +348.0% | +155.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling