+207.9%
HIMS vs ZTS
-63.0%
+270.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.8% |
| 7D | -2.7% | -3.8% | +1.0% | -1.3% |
| 30D | -12.2% | -2.0% | -10.2% | -11.7% |
| 3M | -3.7% | -10.2% | +6.5% | -0.3% |
| 6M | +25.9% | -39.4% | +65.3% | +54.6% |
| YTD | -14.1% | -40.8% | +26.7% | +6.2% |
| 1Y | -41.6% | -50.1% | +8.5% | -21.9% |
| 3Y | +327.3% | -58.9% | +386.1% | +512.2% |
| 5Y | +207.9% | -62.4% | +270.3% | +374.9% |
| All | +207.9% | -63.0% | +270.9% | +374.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling