+273.5%
SHW vs ZBH
-17.1%
+290.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | -4.5% | -6.6% | +2.1% | -2.1% |
| 30D | -12.7% | -4.9% | -7.8% | -11.1% |
| 3M | +4.7% | +5.1% | -0.4% | +2.6% |
| 6M | -3.4% | +1.3% | -4.8% | -4.4% |
| YTD | -1.3% | +3.4% | -4.7% | -3.1% |
| 1Y | -10.4% | -8.7% | -1.7% | -8.7% |
| 3Y | +20.1% | -21.2% | +41.3% | +27.1% |
| 5Y | +10.5% | -29.2% | +39.7% | +19.3% |
| All | +273.5% | -17.1% | +290.6% | +242.9% |
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 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