+132.5%
HBAN vs ZBH
+274.1%
-141.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -1.5% | -4.9% | +3.4% | +1.0% |
| 30D | -5.5% | -3.2% | -2.3% | -4.1% |
| 3M | -0.2% | +5.8% | -6.1% | -3.9% |
| 6M | +5.2% | +2.0% | +3.2% | +2.4% |
| YTD | -2.3% | +5.8% | -8.1% | -7.0% |
| 1Y | -2.2% | -7.9% | +5.7% | -1.1% |
| 3Y | +73.8% | -19.4% | +93.2% | +83.8% |
| 5Y | +35.2% | -29.5% | +64.7% | +50.2% |
| 10Y | +155.4% | -15.5% | +170.9% | +146.5% |
| All | +132.5% | +274.1% | -141.7% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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