+126.5%
HSY vs ZBH
-16.2%
+142.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +0.1% | -4.7% | +4.8% | +1.0% |
| 30D | -5.2% | -4.5% | -0.7% | -4.3% |
| 3M | -3.4% | +7.6% | -11.0% | -4.9% |
| 6M | -19.2% | +0.3% | -19.5% | -19.6% |
| YTD | -2.6% | +4.5% | -7.2% | -4.1% |
| 1Y | -3.8% | -9.4% | +5.6% | -2.8% |
| 3Y | -10.6% | -21.5% | +10.9% | -7.8% |
| 5Y | +12.3% | -28.4% | +40.7% | +16.6% |
| All | +126.5% | -16.2% | +142.7% | +110.7% |
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 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