+101.3%
HIMS vs ZTS
-26.6%
+127.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.5% | -5.7% | -5.3% |
| 7D | -18.0% | +1.0% | -19.0% | -18.5% |
| 30D | -33.6% | +12.4% | -46.0% | -36.2% |
| 3M | -34.2% | +13.6% | -47.7% | -37.0% |
| 6M | -21.2% | +9.3% | -30.5% | -24.3% |
| YTD | -39.2% | -32.6% | -6.7% | -31.8% |
| 1Y | -49.4% | -30.0% | -19.4% | -44.1% |
| 3Y | +189.7% | -48.7% | +238.5% | +247.5% |
| 5Y | +166.6% | -59.3% | +225.9% | +233.6% |
| All | +101.3% | -26.6% | +127.9% | +133.4% |
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