+101.3%
HIMS vs ZTS
-25.8%
+127.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -24.1% | +5.6% | -29.7% | -25.5% |
| 30D | -28.8% | +12.1% | -40.9% | -31.5% |
| 3M | -31.4% | +11.3% | -42.7% | -33.9% |
| 6M | -18.3% | +14.3% | -32.6% | -22.7% |
| YTD | -39.2% | -31.9% | -7.4% | -32.0% |
| 1Y | -45.3% | -29.3% | -16.0% | -39.7% |
| 3Y | +181.9% | -48.0% | +229.9% | +236.6% |
| 5Y | +166.6% | -58.9% | +225.5% | +232.6% |
| All | +101.3% | -25.8% | +127.2% | +132.6% |
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