+695.9%
PH vs ZBH
+17.7%
+678.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | +4.3% | -2.3% | +6.6% | +5.5% |
| 30D | +0.1% | +12.5% | -12.3% | -6.5% |
| 3M | -9.4% | +3.9% | -13.3% | -12.3% |
| 6M | +8.8% | +25.4% | -16.7% | -5.2% |
| YTD | +9.6% | +15.7% | -6.1% | -1.5% |
| 1Y | +14.4% | +15.2% | -0.7% | +2.9% |
| 3Y | +134.5% | +0.3% | +134.2% | +117.1% |
| 5Y | +204.4% | -16.1% | +220.5% | +206.2% |
| All | +695.9% | +17.7% | +678.2% | +594.7% |
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