+203.4%
HD vs ZBH
-17.1%
+220.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.7% |
| 7D | -3.9% | -6.6% | +2.7% | -1.6% |
| 30D | -13.1% | -4.9% | -8.2% | -11.6% |
| 3M | -3.4% | +5.1% | -8.6% | -5.4% |
| 6M | -12.6% | +1.3% | -13.9% | -13.5% |
| YTD | -9.2% | +3.4% | -12.6% | -11.1% |
| 1Y | -23.9% | -8.7% | -15.2% | -22.6% |
| 3Y | +0.4% | -21.2% | +21.7% | +6.1% |
| 5Y | +4.5% | -29.2% | +33.7% | +12.6% |
| All | +203.4% | -17.1% | +220.5% | +188.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling