-26.7%
ZTS vs BHP
+53.4%
-80.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +7.5% |
| 7D | +15.4% | -2.5% | +18.0% | +15.3% |
| 30D | +25.8% | -7.7% | +33.5% | +25.9% |
| 3M | +18.1% | -6.4% | +24.5% | +18.1% |
| 6M | -19.7% | +5.2% | -24.9% | -21.4% |
| YTD | -27.5% | +38.3% | -65.8% | -29.6% |
| 1Y | -26.7% | +53.4% | -80.1% | -28.8% |
| All | -26.7% | +53.4% | -80.2% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling