+19.4%
ZBH vs THC
+1,818.8%
-1,799.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.2% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | +13.6% | +7.5% | +6.1% | +11.9% |
| 3M | +7.1% | +7.5% | -0.4% | +5.4% |
| 6M | +26.1% | +46.4% | -20.4% | +15.1% |
| YTD | +17.2% | +44.4% | -27.1% | +6.9% |
| 1Y | +17.4% | +43.4% | -26.1% | +7.0% |
| 3Y | +2.0% | +433.3% | -431.3% | -33.6% |
| 5Y | -15.0% | +262.5% | -277.5% | -42.0% |
| All | +19.4% | +1,818.8% | -1,799.4% | -47.1% |
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