-13.4%
ZBH vs USHY
+50.4%
-63.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.7% |
| 7D | -4.9% | -0.1% | -4.8% | -4.7% |
| 30D | -3.2% | 0.0% | -3.2% | -3.2% |
| 3M | +5.8% | +0.8% | +5.0% | +4.5% |
| 6M | +2.0% | +1.9% | 0.0% | -0.9% |
| YTD | +5.8% | +2.3% | +3.5% | +2.3% |
| 1Y | -7.9% | +4.1% | -12.1% | -13.4% |
| 3Y | -19.4% | +27.8% | -47.1% | -44.6% |
| 5Y | -29.5% | +21.5% | -51.0% | -46.8% |
| All | -13.4% | +50.4% | -63.9% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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