+174.6%
ZTS vs FHN
+261.5%
-86.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.0% | +1.2% | -3.2% | -2.2% |
| 30D | +1.9% | -4.7% | +6.6% | +2.7% |
| 3M | -4.0% | +3.5% | -7.6% | -4.8% |
| 6M | -39.1% | +7.8% | -46.9% | -40.0% |
| YTD | -38.8% | +5.9% | -44.7% | -39.5% |
| 1Y | -49.6% | +12.5% | -62.0% | -50.8% |
| 3Y | -59.0% | +117.2% | -176.2% | -65.2% |
| 5Y | -61.8% | +86.5% | -148.3% | -68.2% |
| 10Y | +61.4% | +125.7% | -64.3% | +14.3% |
| All | +174.6% | +261.5% | -86.9% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling