+321.8%
ZBH vs THC
+101.6%
+220.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.0% |
| 7D | +10.6% | +8.8% | +1.7% | +9.0% |
| 30D | +20.4% | +10.0% | +10.4% | +18.5% |
| 3M | +10.0% | +11.7% | -1.6% | +8.0% |
| 6M | +31.0% | +52.5% | -21.4% | +21.0% |
| YTD | +20.3% | +46.1% | -25.8% | +11.6% |
| 1Y | +22.2% | +49.1% | -26.9% | +12.8% |
| 3Y | +4.7% | +439.6% | -434.9% | -25.1% |
| 5Y | -13.7% | +263.2% | -276.8% | -35.8% |
| 10Y | +19.3% | +1,900.5% | -1,881.2% | -40.2% |
| All | +321.8% | +101.6% | +220.2% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling