+256.9%
HL vs ZTS
+58.7%
+198.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -4.4% | -3.7% | -0.6% | -3.3% |
| 30D | +9.3% | -0.8% | +10.1% | +9.3% |
| 3M | +32.0% | -9.7% | +41.7% | +35.0% |
| 6M | -6.4% | -38.4% | +32.0% | +7.5% |
| YTD | +3.1% | -41.1% | +44.2% | +20.4% |
| 1Y | +77.6% | -50.6% | +128.2% | +120.5% |
| 3Y | +392.8% | -59.1% | +452.0% | +547.5% |
| 5Y | +234.1% | -62.7% | +296.8% | +340.9% |
| All | +256.9% | +58.7% | +198.2% | +274.8% |
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 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