+151.7%
HYG vs ZBH
+23.0%
+128.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | -0.7% | -4.7% | +4.0% | +0.1% |
| 30D | -0.7% | -4.5% | +3.8% | 0.0% |
| 3M | -0.2% | +7.6% | -7.8% | -1.6% |
| 6M | +1.4% | +0.3% | +1.1% | +0.9% |
| YTD | +1.5% | +4.5% | -3.1% | +0.1% |
| 1Y | +2.9% | -9.4% | +12.3% | +3.6% |
| 3Y | +25.6% | -21.5% | +47.1% | +28.5% |
| 5Y | +18.6% | -28.4% | +47.0% | +21.8% |
| 10Y | +55.7% | -16.5% | +72.3% | +49.3% |
| All | +151.7% | +23.0% | +128.7% | +95.9% |
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