+946.3%
HON vs ZBH
+274.1%
+672.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -0.6% | -4.9% | +4.4% | +1.5% |
| 30D | -15.4% | -3.2% | -12.1% | -14.3% |
| 3M | -9.1% | +5.8% | -15.0% | -11.6% |
| 6M | -17.1% | +2.0% | -19.0% | -18.6% |
| YTD | +1.5% | +5.8% | -4.3% | -2.1% |
| 1Y | -1.3% | -7.9% | +6.6% | -0.3% |
| 3Y | +19.5% | -19.4% | +38.9% | +25.2% |
| 5Y | +3.1% | -29.5% | +32.6% | +11.8% |
| 10Y | +138.4% | -15.5% | +153.9% | +127.6% |
| All | +946.3% | +274.1% | +672.1% | +398.9% |
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