+167.7%
ZBH vs HBM
+654.2%
-486.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.7% | -9.6% | -4.6% |
| 7D | -5.2% | +7.3% | -12.5% | -6.1% |
| 30D | -2.4% | +5.0% | -7.4% | -3.2% |
| 3M | +8.3% | +11.1% | -2.8% | +6.0% |
| 6M | +0.7% | +30.2% | -29.5% | -4.0% |
| YTD | +5.3% | +46.2% | -40.8% | -1.6% |
| 1Y | -9.1% | +120.0% | -129.1% | -19.9% |
| 3Y | -19.7% | +527.3% | -547.0% | -40.3% |
| 5Y | -31.3% | +400.3% | -431.5% | -49.3% |
| 10Y | -18.9% | +621.3% | -640.3% | -49.6% |
| All | +167.7% | +654.2% | -486.5% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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