+66.1%
HST vs ZBH
-19.5%
+85.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.1% |
| 7D | +2.0% | -5.2% | +7.2% | +3.4% |
| 30D | -5.2% | -2.4% | -2.8% | -4.7% |
| 3M | -6.2% | +8.3% | -14.5% | -8.5% |
| 6M | +20.4% | +0.7% | +19.8% | +19.6% |
| YTD | +30.6% | +5.3% | +25.3% | +27.8% |
| 1Y | +37.4% | -9.1% | +46.4% | +39.4% |
| 3Y | +66.1% | -19.7% | +85.8% | +75.7% |
| All | +66.1% | -19.5% | +85.6% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling