+414.5%
ZS vs XHB
+169.9%
+244.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -5.0% |
| 7D | -7.8% | -1.3% | -6.5% | -7.2% |
| 30D | +5.0% | -6.9% | +11.9% | +9.0% |
| 3M | +25.5% | -1.3% | +26.8% | +25.3% |
| 6M | +8.7% | -6.8% | +15.5% | +10.1% |
| YTD | -24.5% | +0.7% | -25.2% | -27.6% |
| 1Y | -36.7% | -11.2% | -25.5% | -34.7% |
| 3Y | +7.2% | +25.3% | -18.1% | -14.6% |
| 5Y | -40.9% | +37.3% | -78.2% | -56.5% |
| All | +414.5% | +169.9% | +244.6% | +190.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling