-29.2%
ZBH vs SPXU
-85.5%
+56.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -1.9% |
| 7D | -6.6% | +6.4% | -12.9% | -5.3% |
| 30D | -4.9% | +5.9% | -10.9% | -3.7% |
| 3M | +5.1% | -11.7% | +16.8% | +2.7% |
| 6M | +1.3% | -28.7% | +30.0% | -4.8% |
| YTD | +3.4% | -26.4% | +29.7% | -2.1% |
| 1Y | -8.7% | -35.2% | +26.5% | -15.5% |
| 3Y | -21.2% | -79.8% | +58.6% | -41.8% |
| 5Y | -29.2% | -86.1% | +56.8% | -47.4% |
| All | -29.2% | -85.5% | +56.3% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling