-15.5%
ZBH vs HAS
+54.3%
-69.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -4.9% | -4.8% | -0.1% | -3.6% |
| 30D | -3.2% | -5.1% | +1.9% | -1.9% |
| 3M | +5.8% | +6.4% | -0.5% | +3.8% |
| 6M | +2.0% | -5.6% | +7.6% | +2.9% |
| YTD | +5.8% | +11.0% | -5.2% | +1.9% |
| 1Y | -7.9% | +16.8% | -24.7% | -12.7% |
| 3Y | -19.4% | +44.0% | -63.4% | -29.6% |
| 5Y | -29.5% | +11.0% | -40.5% | -34.5% |
| 10Y | -15.5% | +56.0% | -71.6% | -29.9% |
| All | -15.5% | +54.3% | -69.8% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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