+238.2%
HL vs ZTS
-62.7%
+300.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -5.6% | -4.5% | -1.1% | -4.5% |
| 30D | +12.7% | -3.3% | +16.1% | +13.5% |
| 3M | +42.5% | -9.7% | +52.3% | +45.5% |
| 6M | -9.0% | -38.8% | +29.8% | +5.2% |
| YTD | +4.4% | -41.2% | +45.6% | +22.5% |
| 1Y | +82.7% | -50.3% | +133.0% | +128.4% |
| 3Y | +406.3% | -59.1% | +465.4% | +577.3% |
| 5Y | +238.2% | -62.8% | +300.9% | +325.5% |
| All | +238.2% | -62.7% | +300.9% | +325.5% |
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