+2,042.9%
HL vs ZBH
+274.1%
+1,768.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +0.4% | -4.9% | +5.3% | +2.3% |
| 30D | +18.8% | -3.2% | +22.1% | +20.1% |
| 3M | +43.7% | +5.8% | +37.9% | +39.7% |
| 6M | -1.0% | +2.0% | -3.0% | -3.0% |
| YTD | +8.7% | +5.8% | +2.9% | +5.0% |
| 1Y | +105.0% | -7.9% | +112.9% | +106.4% |
| 3Y | +427.3% | -19.4% | +446.6% | +449.6% |
| 5Y | +249.3% | -29.5% | +278.8% | +280.4% |
| 10Y | +284.2% | -15.5% | +299.7% | +272.0% |
| All | +2,042.9% | +274.1% | +1,768.8% | +1,947.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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