+0.6%
ZS vs XHB
+24.0%
-23.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.0% |
| 7D | -3.8% | -1.9% | -1.9% | -3.3% |
| 30D | -6.0% | -8.3% | +2.3% | -3.7% |
| 3M | +32.0% | -7.1% | +39.1% | +34.2% |
| 6M | +2.1% | -5.3% | +7.4% | +2.4% |
| YTD | -26.2% | -3.2% | -23.0% | -27.2% |
| 1Y | -41.2% | -13.9% | -27.3% | -38.8% |
| All | +0.6% | +24.0% | -23.4% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling