+634.9%
HLT vs ZBRA
+594.5%
+40.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.5% |
| 7D | -1.6% | -3.4% | +1.8% | -0.7% |
| 30D | -5.0% | -7.4% | +2.4% | -3.1% |
| 3M | -10.4% | +57.5% | -67.9% | -22.5% |
| 6M | +3.2% | +64.0% | -60.7% | -12.3% |
| YTD | +6.7% | +44.3% | -37.6% | -6.5% |
| 1Y | +10.3% | +10.9% | -0.6% | +3.6% |
| 3Y | +99.3% | +37.5% | +61.8% | +70.4% |
| 5Y | +143.7% | -39.7% | +183.3% | +154.2% |
| 10Y | +584.7% | +429.9% | +154.8% | +311.3% |
| All | +634.9% | +594.5% | +40.4% | +337.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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