+72.8%
HCA vs ZBRA
-40.4%
+113.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.5% | +1.1% |
| 7D | +5.4% | -3.4% | +8.8% | +6.0% |
| 30D | +3.0% | -7.4% | +10.4% | +4.3% |
| 3M | +13.0% | +57.5% | -44.5% | +3.4% |
| 6M | -20.3% | +64.0% | -84.2% | -27.9% |
| YTD | -8.2% | +44.3% | -52.5% | -15.5% |
| 1Y | +6.7% | +10.9% | -4.2% | +3.1% |
| 3Y | +60.4% | +37.5% | +22.9% | +40.8% |
| All | +72.8% | -40.4% | +113.2% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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