+7.4%
HAL vs ZTS
+56.2%
-48.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -1.3% | -3.8% | +2.4% | +0.2% |
| 30D | +10.9% | -2.0% | +12.9% | +11.4% |
| 3M | -5.8% | -10.2% | +4.3% | -2.4% |
| 6M | +8.1% | -39.4% | +47.5% | +29.4% |
| YTD | +33.2% | -40.8% | +74.0% | +61.2% |
| 1Y | +74.2% | -50.1% | +124.3% | +125.7% |
| 3Y | -3.7% | -58.9% | +55.2% | +32.6% |
| 5Y | +111.9% | -62.4% | +174.2% | +194.5% |
| 10Y | +7.4% | +58.8% | -51.4% | -16.1% |
| All | +7.4% | +56.2% | -48.8% | -16.1% |
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