+539.3%
HPQ vs ZTS
+162.3%
+377.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -3.3% |
| 7D | -0.5% | -4.8% | +4.3% | +1.6% |
| 30D | +3.7% | +1.2% | +2.5% | +3.2% |
| 3M | +24.3% | -6.0% | +30.3% | +26.8% |
| 6M | +64.8% | -38.7% | +103.5% | +97.7% |
| YTD | +43.9% | -40.6% | +84.5% | +75.0% |
| 1Y | +11.7% | -50.6% | +62.2% | +46.7% |
| 3Y | +19.7% | -58.7% | +78.4% | +66.6% |
| 5Y | +32.2% | -62.8% | +95.1% | +89.1% |
| 10Y | +198.9% | +56.2% | +142.7% | +138.9% |
| All | +539.3% | +162.3% | +377.0% | +354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling