+182.8%
HIMS vs ZTS
-33.4%
+216.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -3.9% | -2.0% | -1.9% | -3.3% |
| 30D | -12.4% | +1.9% | -14.4% | -13.4% |
| 3M | -1.1% | -4.0% | +2.9% | -0.4% |
| 6M | +68.4% | -39.1% | +107.6% | +96.7% |
| YTD | -14.7% | -38.8% | +24.1% | -1.0% |
| 1Y | -42.4% | -49.6% | +7.2% | -28.7% |
| 3Y | +304.5% | -59.0% | +363.5% | +429.1% |
| 5Y | +237.5% | -61.8% | +299.3% | +334.4% |
| All | +182.8% | -33.4% | +216.1% | +238.8% |
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