+340.8%
HPE vs ZBH
-31.2%
+372.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -4.0% | -5.7% |
| 7D | +1.4% | -6.6% | +8.0% | +2.9% |
| 30D | +1.5% | -4.9% | +6.5% | +2.6% |
| 3M | +21.7% | +5.1% | +16.6% | +19.3% |
| 6M | +164.2% | +1.3% | +162.8% | +160.6% |
| YTD | +132.1% | +3.4% | +128.7% | +127.2% |
| 1Y | +130.6% | -8.7% | +139.3% | +132.4% |
| 3Y | +244.1% | -21.2% | +265.3% | +259.3% |
| 5Y | +340.8% | -29.2% | +370.0% | +359.1% |
| All | +340.8% | -31.2% | +372.0% | +359.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling