-18.3%
ZBH vs THC
+1,021.1%
-1,039.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | -6.6% | 0.0% | -6.5% | -6.5% |
| 30D | -4.9% | +1.5% | -6.5% | -5.3% |
| 3M | +5.1% | +59.9% | -54.8% | -5.6% |
| 6M | +1.3% | +11.0% | -9.6% | -1.7% |
| YTD | +3.4% | +32.6% | -29.2% | -3.9% |
| 1Y | -8.7% | +37.4% | -46.1% | -16.0% |
| 3Y | -21.2% | +252.5% | -273.8% | -43.2% |
| 5Y | -29.2% | +262.3% | -291.5% | -51.4% |
| All | -18.3% | +1,021.1% | -1,039.4% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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