+390.7%
ZS vs USHY
+51.6%
+339.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -9.2% | 0.0% | -9.2% | -9.3% |
| 30D | -4.0% | 0.0% | -4.0% | -3.9% |
| 3M | +25.3% | +1.2% | +24.1% | +22.5% |
| 6M | -1.3% | +2.6% | -3.9% | -6.4% |
| YTD | -28.0% | +2.4% | -30.4% | -31.5% |
| 1Y | -42.5% | +4.2% | -46.7% | -47.2% |
| 3Y | +0.7% | +28.0% | -27.3% | -37.6% |
| 5Y | -42.3% | +21.8% | -64.1% | -60.7% |
| All | +390.7% | +51.6% | +339.1% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling