+75.0%
HST vs ZBH
-29.5%
+104.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -0.3% | -4.9% | +4.6% | +1.5% |
| 30D | -2.8% | -3.2% | +0.5% | -1.7% |
| 3M | -6.5% | +5.8% | -12.3% | -8.9% |
| 6M | +20.7% | +2.0% | +18.7% | +18.6% |
| YTD | +30.5% | +5.8% | +24.7% | +26.0% |
| 1Y | +36.8% | -7.9% | +44.7% | +38.5% |
| 3Y | +65.9% | -19.4% | +85.3% | +75.9% |
| All | +75.0% | -29.5% | +104.5% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling