+72.8%
HCA vs ZBH
-28.6%
+101.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +0.9% |
| 7D | +5.4% | -4.7% | +10.1% | +7.6% |
| 30D | +3.0% | -4.5% | +7.5% | +5.0% |
| 3M | +13.0% | +7.6% | +5.4% | +9.2% |
| 6M | -20.3% | +0.3% | -20.5% | -20.8% |
| YTD | -8.2% | +4.5% | -12.8% | -10.8% |
| 1Y | +6.7% | -9.4% | +16.1% | +9.5% |
| 3Y | +60.4% | -21.5% | +81.9% | +74.8% |
| All | +72.8% | -28.6% | +101.4% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling