+243.8%
HPQ vs ZTS
+58.7%
+185.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.3% | +8.3% |
| 7D | +9.8% | -3.7% | +13.5% | +11.7% |
| 30D | +22.4% | -0.8% | +23.1% | +22.9% |
| 3M | +45.2% | -9.7% | +54.9% | +51.2% |
| 6M | +96.4% | -38.4% | +134.8% | +138.5% |
| YTD | +65.4% | -41.1% | +106.5% | +105.2% |
| 1Y | +31.6% | -50.6% | +82.2% | +77.1% |
| 3Y | +37.0% | -59.1% | +96.2% | +97.4% |
| 5Y | +53.0% | -62.7% | +115.7% | +125.8% |
| All | +243.8% | +58.7% | +185.1% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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