+933.4%
HSY vs ZBH
+272.6%
+660.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.9% |
| 7D | -1.6% | -5.2% | +3.7% | -0.4% |
| 30D | -4.2% | -2.4% | -1.8% | -3.7% |
| 3M | -0.7% | +8.3% | -9.0% | -2.6% |
| 6M | -21.8% | +0.7% | -22.4% | -22.3% |
| YTD | -2.7% | +5.3% | -8.0% | -4.4% |
| 1Y | -4.8% | -9.1% | +4.3% | -3.9% |
| 3Y | -9.4% | -19.7% | +10.3% | -6.9% |
| 5Y | +11.3% | -31.3% | +42.6% | +16.7% |
| 10Y | +125.0% | -18.9% | +144.0% | +117.0% |
| All | +933.4% | +272.6% | +660.8% | +540.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling