-13.7%
ZBH vs THC
+266.8%
-280.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.0% |
| 7D | +10.6% | +8.8% | +1.7% | +8.6% |
| 30D | +20.4% | +10.0% | +10.4% | +17.9% |
| 3M | +10.0% | +11.7% | -1.6% | +7.4% |
| 6M | +31.0% | +52.5% | -21.4% | +18.8% |
| YTD | +20.3% | +46.1% | -25.8% | +9.6% |
| 1Y | +22.2% | +49.1% | -26.9% | +10.7% |
| 3Y | +4.7% | +439.6% | -434.9% | -33.8% |
| 5Y | -13.7% | +263.2% | -276.8% | -41.6% |
| All | -13.7% | +266.8% | -280.5% | -41.6% |
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 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