+138.4%
HLT vs ZBH
-28.6%
+167.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.4% |
| 7D | -1.6% | -4.7% | +3.1% | -0.1% |
| 30D | -5.0% | -4.5% | -0.5% | -3.7% |
| 3M | -10.4% | +7.6% | -18.0% | -12.9% |
| 6M | +3.2% | +0.3% | +3.0% | +2.4% |
| YTD | +6.7% | +4.5% | +2.2% | +4.1% |
| 1Y | +10.3% | -9.4% | +19.7% | +12.0% |
| 3Y | +99.3% | -21.5% | +120.8% | +111.7% |
| All | +138.4% | -28.6% | +167.1% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling