+116.4%
HPE vs ZBH
+11.3%
+105.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +13.5% | -19.2% | -2.8% |
| 7D | -17.0% | +14.3% | -31.2% | -14.2% |
| 30D | -26.7% | +20.3% | -47.0% | -23.6% |
| 3M | -4.1% | +15.3% | -19.4% | -0.3% |
| 6M | +75.4% | +33.9% | +41.5% | +80.5% |
| YTD | +111.0% | +23.5% | +87.5% | +118.6% |
| 1Y | +116.4% | +7.9% | +108.5% | +125.9% |
| All | +116.4% | +11.3% | +105.1% | +125.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling