+563.1%
HPE vs ZBH
-16.2%
+579.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.1% | +11.3% | +12.0% |
| 7D | +19.4% | -4.7% | +24.1% | +21.6% |
| 30D | +5.6% | -4.5% | +10.1% | +7.4% |
| 3M | +33.1% | +7.6% | +25.5% | +27.7% |
| 6M | +192.5% | +0.3% | +192.2% | +187.1% |
| YTD | +160.9% | +4.5% | +156.4% | +151.0% |
| 1Y | +155.0% | -9.4% | +164.3% | +158.0% |
| 3Y | +289.4% | -21.5% | +310.9% | +310.1% |
| 5Y | +395.7% | -28.4% | +424.1% | +432.6% |
| All | +563.1% | -16.2% | +579.3% | +511.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling