+174.6%
ZTS vs BHP
+187.0%
-12.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -2.0% | -2.9% | +0.9% | -1.3% |
| 30D | +1.9% | +3.4% | -1.5% | +1.0% |
| 3M | -4.0% | +4.1% | -8.1% | -5.5% |
| 6M | -39.1% | +20.6% | -59.7% | -42.4% |
| YTD | -38.8% | +56.1% | -94.9% | -45.8% |
| 1Y | -49.6% | +69.6% | -119.2% | -56.3% |
| 3Y | -59.0% | +78.8% | -137.8% | -65.5% |
| 5Y | -61.8% | +113.1% | -174.8% | -69.7% |
| 10Y | +61.4% | +505.9% | -444.4% | -1.3% |
| All | +174.6% | +187.0% | -12.4% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling