+122.4%
HST vs ZBH
+17.7%
+104.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.6% |
| 7D | +3.6% | -2.3% | +5.8% | +4.7% |
| 30D | +11.2% | +12.5% | -1.3% | +4.0% |
| 3M | +13.1% | +3.9% | +9.2% | +9.7% |
| 6M | +23.9% | +25.4% | -1.5% | +8.0% |
| YTD | +52.3% | +15.7% | +36.6% | +36.9% |
| 1Y | +56.7% | +15.2% | +41.5% | +41.1% |
| 3Y | +87.5% | +0.3% | +87.2% | +74.6% |
| 5Y | +82.8% | -16.1% | +98.9% | +85.7% |
| All | +122.4% | +17.7% | +104.7% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling