-31.3%
ZBH vs THC
+248.0%
-279.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.7% | -3.4% |
| 7D | -5.2% | -2.6% | -2.7% | -4.7% |
| 30D | -2.4% | -1.2% | -1.2% | -2.2% |
| 3M | +8.3% | +58.9% | -50.7% | -2.5% |
| 6M | +0.7% | +9.3% | -8.7% | -2.0% |
| YTD | +5.3% | +30.4% | -25.0% | -1.6% |
| 1Y | -9.1% | +34.6% | -43.7% | -15.9% |
| 3Y | -19.7% | +246.7% | -266.4% | -43.0% |
| 5Y | -31.3% | +244.5% | -275.8% | -53.7% |
| All | -31.3% | +248.0% | -279.3% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling