-29.5%
ZBH vs SPY
+81.0%
-110.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -4.9% | -0.4% | -4.6% | -4.7% |
| 30D | -3.2% | -1.4% | -1.9% | -2.4% |
| 3M | +5.8% | +3.7% | +2.1% | +3.3% |
| 6M | +2.0% | +13.0% | -11.0% | -5.8% |
| YTD | +5.8% | +12.4% | -6.6% | -2.0% |
| 1Y | -7.9% | +18.5% | -26.5% | -17.7% |
| 3Y | -19.4% | +77.6% | -97.0% | -47.2% |
| 5Y | -29.5% | +81.7% | -111.2% | -55.6% |
| All | -29.5% | +81.0% | -110.5% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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