+58.8%
ZTS vs FHN
+125.8%
-67.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -2.0% | -2.6% | +0.5% | -1.6% |
| 3M | -10.2% | 0.0% | -10.2% | -10.3% |
| 6M | -39.4% | +9.2% | -48.6% | -40.3% |
| YTD | -40.8% | +4.3% | -45.2% | -41.3% |
| 1Y | -50.1% | +10.8% | -60.9% | -51.1% |
| 3Y | -58.9% | +130.7% | -189.6% | -64.8% |
| 5Y | -62.4% | +87.4% | -149.7% | -68.1% |
| 10Y | +58.8% | +126.9% | -68.0% | +19.9% |
| All | +58.8% | +125.8% | -67.0% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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