+51.0%
HPQ vs ZBH
-28.6%
+79.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.1% | +7.3% | +8.0% |
| 7D | +9.8% | -4.7% | +14.4% | +11.5% |
| 30D | +22.4% | -4.5% | +26.8% | +24.3% |
| 3M | +45.2% | +7.6% | +37.6% | +41.7% |
| 6M | +96.4% | +0.3% | +96.1% | +95.1% |
| YTD | +65.4% | +4.5% | +60.9% | +61.5% |
| 1Y | +31.6% | -9.4% | +41.0% | +34.0% |
| 3Y | +37.0% | -21.5% | +58.5% | +45.6% |
| All | +51.0% | -28.6% | +79.6% | +60.2% |
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