-93.4%
HTZ vs ZBH
-28.7%
-64.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.0% | -17.8% | -19.1% |
| 7D | -7.7% | +9.6% | -17.4% | -11.9% |
| 30D | -13.1% | +19.1% | -32.3% | -20.8% |
| 3M | +14.7% | +9.1% | +5.6% | +9.0% |
| 6M | -70.6% | +29.4% | -100.0% | -75.7% |
| YTD | -65.2% | +19.8% | -85.0% | -69.9% |
| 1Y | -73.2% | +23.4% | -96.5% | -77.3% |
| 3Y | -80.8% | +1.1% | -81.9% | -81.6% |
| 5Y | -94.8% | -18.8% | -76.0% | -94.6% |
| All | -93.4% | -28.7% | -64.7% | -92.4% |
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