+108.1%
HST vs ZBH
-17.1%
+125.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +1.6% |
| 7D | +0.7% | -6.6% | +7.2% | +4.1% |
| 30D | -0.7% | -4.9% | +4.3% | +1.7% |
| 3M | -4.0% | +5.1% | -9.1% | -7.2% |
| 6M | +20.7% | +1.3% | +19.3% | +17.9% |
| YTD | +31.0% | +3.4% | +27.7% | +26.3% |
| 1Y | +36.2% | -8.7% | +44.9% | +38.3% |
| 3Y | +66.6% | -21.2% | +87.9% | +78.9% |
| 5Y | +75.8% | -29.2% | +105.0% | +96.0% |
| All | +108.1% | -17.1% | +125.2% | +111.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling