+155.8%
HON vs ZTS
+80.8%
+75.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.5% |
| 7D | +1.4% | +5.6% | -4.2% | -0.6% |
| 30D | +7.5% | +12.1% | -4.6% | +2.8% |
| 3M | -4.3% | +11.3% | -15.6% | -8.5% |
| 6M | -1.5% | +14.3% | -15.9% | -7.4% |
| YTD | +10.5% | -31.9% | +42.4% | +25.4% |
| 1Y | +8.5% | -29.3% | +37.8% | +21.0% |
| 3Y | +28.0% | -48.0% | +76.1% | +57.9% |
| 5Y | +12.0% | -58.9% | +70.9% | +51.5% |
| All | +155.8% | +80.8% | +75.0% | +83.1% |
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