+107.2%
HST vs ZBH
-15.2%
+122.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -0.3% | -4.9% | +4.6% | +2.2% |
| 30D | -2.8% | -3.2% | +0.5% | -1.3% |
| 3M | -6.5% | +5.8% | -12.3% | -9.8% |
| 6M | +20.7% | +2.0% | +18.7% | +17.6% |
| YTD | +30.5% | +5.8% | +24.7% | +24.3% |
| 1Y | +36.8% | -7.9% | +44.7% | +38.4% |
| 3Y | +65.9% | -19.4% | +85.3% | +76.1% |
| 5Y | +73.9% | -29.5% | +103.4% | +94.8% |
| All | +107.2% | -15.2% | +122.3% | +108.4% |
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