+85.9%
ZTS vs FHN
+80.9%
+4.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.0% | +1.3% | -0.2% | +0.8% |
| 30D | +12.4% | +2.8% | +9.6% | +12.0% |
| 3M | +13.6% | -8.9% | +22.5% | +15.4% |
| 6M | +9.3% | -0.7% | +10.0% | +9.3% |
| YTD | -32.6% | +0.1% | -32.6% | -32.6% |
| 1Y | -30.0% | +10.4% | -40.4% | -31.2% |
| 3Y | -48.7% | +128.8% | -177.5% | -56.0% |
| 5Y | -59.3% | +61.5% | -120.8% | -64.4% |
| All | +85.9% | +80.9% | +4.9% | +43.6% |
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