+245.3%
HD vs ZBH
+20.1%
+225.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -1.2% | -2.4% | +1.3% | -0.3% |
| 30D | +20.9% | +16.6% | +4.3% | +14.4% |
| 3M | -0.2% | +10.8% | -11.0% | -4.0% |
| 6M | +14.5% | +35.8% | -21.3% | +2.1% |
| YTD | +4.3% | +20.5% | -16.2% | -3.6% |
| 1Y | -3.5% | +22.7% | -26.2% | -11.4% |
| 3Y | +30.1% | +4.9% | +25.2% | +23.8% |
| 5Y | +8.5% | -12.8% | +21.3% | +8.8% |
| 10Y | +245.3% | +22.7% | +222.6% | +217.1% |
| All | +245.3% | +20.1% | +225.2% | +217.1% |
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