+55.2%
HYG vs ZTS
+58.7%
-3.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | -3.7% | +3.0% | -0.2% |
| 30D | -0.7% | -0.8% | 0.0% | -0.7% |
| 3M | -0.2% | -9.7% | +9.5% | +1.1% |
| 6M | +1.4% | -38.4% | +39.8% | +8.4% |
| YTD | +1.5% | -41.1% | +42.5% | +9.2% |
| 1Y | +2.9% | -50.6% | +53.5% | +13.8% |
| 3Y | +25.6% | -59.1% | +84.8% | +42.1% |
| 5Y | +18.6% | -62.7% | +81.3% | +34.5% |
| All | +55.2% | +58.7% | -3.5% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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