+231.1%
HOOD vs ZTS
-62.0%
+293.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.6% |
| 7D | +7.7% | -3.8% | +11.5% | +9.8% |
| 30D | +22.0% | -2.0% | +24.0% | +23.2% |
| 3M | +37.6% | -10.2% | +47.8% | +43.7% |
| 6M | +45.3% | -39.4% | +84.7% | +84.8% |
| YTD | +1.9% | -40.8% | +42.7% | +31.3% |
| 1Y | -2.7% | -50.1% | +47.4% | +37.6% |
| 3Y | +973.4% | -58.9% | +1,032.3% | +1,538.3% |
| 5Y | +179.3% | -62.4% | +241.6% | +331.7% |
| All | +231.1% | -62.0% | +293.1% | +417.7% |
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