+508.1%
HPQ vs ZTS
+200.9%
+307.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.6% | +1.2% |
| 7D | +3.2% | +5.6% | -2.4% | +0.8% |
| 30D | -3.6% | +12.1% | -15.7% | -8.3% |
| 3M | -5.3% | +11.3% | -16.6% | -9.8% |
| 6M | +41.1% | +14.3% | +26.8% | +32.0% |
| YTD | +36.9% | -31.9% | +68.7% | +56.4% |
| 1Y | +23.5% | -29.3% | +52.8% | +38.6% |
| 3Y | +19.6% | -48.0% | +67.6% | +50.0% |
| 5Y | +11.4% | -58.9% | +70.3% | +52.6% |
| 10Y | +160.6% | +81.7% | +78.9% | +95.0% |
| All | +508.1% | +200.9% | +307.1% | +306.5% |
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