+180.7%
HIMS vs ZTS
-35.9%
+216.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -0.7% | -3.7% | +3.0% | +0.4% |
| 30D | -8.2% | -0.8% | -7.4% | -8.2% |
| 3M | -4.7% | -9.7% | +5.0% | -2.3% |
| 6M | +6.3% | -38.4% | +44.7% | +23.3% |
| YTD | -15.3% | -41.1% | +25.8% | -0.5% |
| 1Y | -46.9% | -50.6% | +3.8% | -33.9% |
| 3Y | +321.3% | -59.1% | +380.4% | +449.3% |
| 5Y | +215.8% | -62.7% | +278.6% | +310.7% |
| All | +180.7% | -35.9% | +216.6% | +240.2% |
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 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