-62.4%
ZTS vs BHP
+126.1%
-188.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 3M | -10.2% | +11.3% | -21.4% | -12.6% |
| 6M | -39.4% | +29.3% | -68.7% | -43.5% |
| YTD | -40.8% | +59.2% | -100.0% | -47.7% |
| 1Y | -50.1% | +80.8% | -131.0% | -57.4% |
| 3Y | -58.9% | +88.0% | -146.9% | -65.9% |
| 5Y | -62.4% | +126.6% | -189.0% | -68.7% |
| All | -62.4% | +126.1% | -188.4% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling