+677.7%
HPE vs ZBH
+8.1%
+669.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.9% | +11.7% | +9.3% |
| 7D | +10.1% | -5.2% | +15.4% | +12.4% |
| 30D | +5.3% | -2.4% | +7.7% | +6.1% |
| 3M | +12.7% | +8.3% | +4.4% | +7.6% |
| 6M | +167.7% | +0.7% | +167.0% | +161.9% |
| YTD | +135.5% | +5.3% | +130.1% | +125.2% |
| 1Y | +143.4% | -9.1% | +152.5% | +145.7% |
| 3Y | +249.2% | -19.7% | +268.9% | +263.7% |
| 5Y | +343.8% | -31.3% | +375.1% | +388.0% |
| 10Y | +495.9% | -18.9% | +514.8% | +465.3% |
| All | +677.7% | +8.1% | +669.6% | +510.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling