+557.9%
HD vs ZTS
+170.4%
+387.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.2% |
| 7D | -2.1% | -2.0% | -0.1% | -1.3% |
| 30D | -8.4% | +1.9% | -10.3% | -9.4% |
| 3M | +4.3% | -4.0% | +8.3% | +5.6% |
| 6M | -11.1% | -39.1% | +28.0% | +6.7% |
| YTD | -4.7% | -38.8% | +34.1% | +14.0% |
| 1Y | -19.8% | -49.6% | +29.8% | +3.4% |
| 3Y | +4.1% | -59.0% | +63.1% | +43.9% |
| 5Y | +10.3% | -61.8% | +72.1% | +54.1% |
| 10Y | +203.2% | +61.4% | +141.7% | +158.1% |
| All | +557.9% | +170.4% | +387.6% | +375.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling