+248.6%
HD vs ZTS
+80.8%
+167.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +1.5% | +5.6% | -4.0% | -0.9% |
| 30D | +18.0% | +12.1% | +5.9% | +12.0% |
| 3M | +2.8% | +11.3% | -8.5% | -2.3% |
| 6M | +17.0% | +14.3% | +2.7% | +9.2% |
| YTD | +3.5% | -31.9% | +35.4% | +20.3% |
| 1Y | -2.6% | -29.3% | +26.7% | +11.0% |
| 3Y | +30.7% | -48.0% | +78.8% | +67.3% |
| 5Y | +6.2% | -58.9% | +65.1% | +50.7% |
| All | +248.6% | +80.8% | +167.8% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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