+75.0%
HYG vs ZTS
+159.8%
-84.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | -0.7% | -4.5% | +3.8% | -0.1% |
| 30D | -0.6% | -3.3% | +2.7% | -0.2% |
| 3M | +0.4% | -9.7% | +10.2% | +1.6% |
| 6M | +1.2% | -38.8% | +40.1% | +7.7% |
| YTD | +1.5% | -41.2% | +42.7% | +8.5% |
| 1Y | +3.2% | -50.3% | +53.5% | +12.8% |
| 3Y | +25.9% | -59.1% | +85.0% | +40.5% |
| 5Y | +18.6% | -62.8% | +81.4% | +32.7% |
| 10Y | +55.8% | +57.8% | -2.1% | +44.8% |
| All | +75.0% | +159.8% | -84.8% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling