+139.3%
HOOD vs ZTS
-57.0%
+196.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +1.3% |
| 7D | -0.6% | -1.0% | +0.4% | -0.1% |
| 30D | -23.6% | +10.8% | -34.4% | -27.4% |
| 3M | -10.7% | +14.1% | -24.7% | -16.4% |
| 6M | +8.2% | +0.8% | +7.4% | +5.7% |
| YTD | -26.3% | -33.1% | +6.8% | -10.8% |
| 1Y | -36.1% | -30.0% | -6.1% | -24.8% |
| 3Y | +950.7% | -49.5% | +1,000.2% | +1,319.9% |
| 5Y | +127.0% | -60.2% | +187.3% | +229.5% |
| All | +139.3% | -57.0% | +196.3% | +251.5% |
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 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