-62.8%
ZTS vs FHN
+88.9%
-151.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.8% |
| 7D | -4.8% | +2.7% | -7.4% | -5.1% |
| 30D | +1.2% | -3.1% | +4.3% | +1.6% |
| 3M | -6.0% | +2.3% | -8.4% | -6.4% |
| 6M | -38.7% | +9.7% | -48.5% | -39.4% |
| YTD | -40.6% | +4.7% | -45.4% | -41.0% |
| 1Y | -50.6% | +13.8% | -64.3% | -51.3% |
| 3Y | -58.7% | +131.6% | -190.3% | -61.9% |
| 5Y | -62.8% | +91.1% | -154.0% | -65.0% |
| All | -62.8% | +88.9% | -151.8% | -65.0% |
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