-14.9%
HAL vs ZTS
+80.8%
-95.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.7% |
| 7D | +6.1% | +5.6% | +0.5% | +3.9% |
| 30D | +2.9% | +12.1% | -9.2% | -2.3% |
| 3M | +3.3% | +11.3% | -7.9% | -1.9% |
| 6M | -16.9% | +14.3% | -31.2% | -22.5% |
| YTD | +21.2% | -31.9% | +53.1% | +37.9% |
| 1Y | +27.5% | -29.3% | +56.8% | +42.2% |
| 3Y | -6.4% | -48.0% | +41.6% | +15.9% |
| 5Y | +58.0% | -58.9% | +116.9% | +115.1% |
| All | -14.9% | +80.8% | -95.7% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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