-59.0%
ZTS vs BHP
+81.6%
-140.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -3.8% | +0.9% | -4.6% | -3.9% |
| 30D | -2.0% | +4.0% | -6.1% | -2.7% |
| 3M | -10.2% | +11.3% | -21.4% | -12.0% |
| 6M | -39.4% | +29.3% | -68.7% | -42.9% |
| YTD | -40.8% | +59.2% | -100.0% | -46.9% |
| 1Y | -50.1% | +80.8% | -131.0% | -56.6% |
| All | -59.0% | +81.6% | -140.6% | -65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling