-60.2%
ZTS vs FHN
+63.2%
-123.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.4% |
| 7D | -1.0% | -0.5% | -0.6% | -0.9% |
| 30D | +10.8% | +1.9% | +8.8% | +10.6% |
| 3M | +14.1% | -6.9% | +21.0% | +15.0% |
| 6M | +0.8% | -3.1% | +3.8% | +1.1% |
| YTD | -33.1% | +0.6% | -33.7% | -33.2% |
| 1Y | -30.0% | +12.4% | -42.4% | -30.8% |
| 3Y | -49.5% | +133.7% | -183.2% | -53.3% |
| 5Y | -60.2% | +61.4% | -121.6% | -61.8% |
| All | -60.2% | +63.2% | -123.5% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling