+3.1%
HD vs ZBH
-19.5%
+22.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.2% |
| 7D | -1.2% | -5.2% | +4.0% | +0.3% |
| 30D | -11.1% | -2.4% | -8.7% | -10.5% |
| 3M | +2.0% | +8.3% | -6.2% | -0.4% |
| 6M | -10.5% | +0.7% | -11.1% | -11.1% |
| YTD | -6.9% | +5.3% | -12.2% | -8.9% |
| 1Y | -23.2% | -9.1% | -14.1% | -22.0% |
| 3Y | +3.1% | -19.7% | +22.8% | +5.9% |
| All | +3.1% | -19.5% | +22.6% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling