+21.3%
HPQ vs ZBH
+11.3%
+9.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +13.5% | -7.6% | +3.3% |
| 7D | -7.8% | +14.3% | -22.0% | -10.0% |
| 30D | -4.9% | +20.3% | -25.2% | -7.7% |
| 3M | +4.9% | +15.3% | -10.4% | +2.4% |
| 6M | +47.1% | +33.9% | +13.1% | +42.6% |
| YTD | +39.5% | +23.5% | +16.0% | +34.9% |
| 1Y | +21.3% | +7.9% | +13.4% | +16.8% |
| All | +21.3% | +11.3% | +9.9% | +16.8% |
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