+56.2%
ZTS vs HAS
+53.3%
+2.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.3% |
| 7D | -4.8% | -3.1% | -1.7% | -3.9% |
| 30D | +1.2% | -2.7% | +3.9% | +2.0% |
| 3M | -6.0% | +8.9% | -14.9% | -8.5% |
| 6M | -38.7% | -2.9% | -35.8% | -38.6% |
| YTD | -40.6% | +12.6% | -53.3% | -43.0% |
| 1Y | -50.6% | +17.5% | -68.1% | -53.2% |
| 3Y | -58.7% | +46.2% | -105.0% | -64.1% |
| 5Y | -62.8% | +12.6% | -75.4% | -65.8% |
| 10Y | +56.2% | +55.7% | +0.5% | +31.2% |
| All | +56.2% | +53.3% | +2.9% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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