+87.8%
ZTS vs BHP
+333.8%
-246.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | +5.6% | -0.5% | +6.1% | +5.7% |
| 30D | +12.1% | -4.5% | +16.6% | +13.3% |
| 3M | +11.3% | -6.9% | +18.2% | +13.0% |
| 6M | +14.3% | -10.6% | +24.9% | +16.4% |
| YTD | -31.9% | +37.2% | -69.1% | -39.0% |
| 1Y | -29.3% | +48.0% | -77.3% | -38.1% |
| 3Y | -48.0% | +52.6% | -100.6% | -55.8% |
| 5Y | -58.9% | +116.5% | -175.3% | -69.3% |
| All | +87.8% | +333.8% | -246.0% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling