+269.3%
ZBH vs HIG
+270.5%
-1.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -2.0% | -3.6% |
| 7D | -5.2% | -1.1% | -4.1% | -5.0% |
| 30D | -2.4% | -4.9% | +2.5% | -1.6% |
| 3M | +8.3% | +6.8% | +1.5% | +7.1% |
| 6M | +0.7% | -1.7% | +2.3% | +0.9% |
| YTD | +5.3% | -0.2% | +5.6% | +5.3% |
| 1Y | -9.1% | +5.7% | -14.8% | -10.0% |
| 3Y | -19.7% | +100.3% | -120.0% | -28.5% |
| 5Y | -31.3% | +118.5% | -149.8% | -39.8% |
| 10Y | -18.9% | +309.7% | -328.7% | -36.3% |
| All | +269.3% | +270.5% | -1.1% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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