+77.0%
ZTS vs HAS
+106.1%
-29.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.2% |
| 7D | -1.0% | +2.2% | -3.2% | -1.5% |
| 30D | +10.8% | +29.6% | -18.8% | +3.0% |
| 3M | +14.1% | +30.3% | -16.2% | +5.9% |
| 6M | +0.8% | +25.6% | -24.9% | -5.9% |
| YTD | -33.1% | +50.8% | -83.9% | -40.9% |
| 1Y | -30.0% | +63.0% | -93.0% | -39.5% |
| 3Y | -49.5% | +211.6% | -261.1% | -64.4% |
| 5Y | -60.2% | +50.4% | -110.6% | -66.2% |
| 10Y | +77.0% | +101.9% | -24.8% | +34.0% |
| All | +77.0% | +106.1% | -29.0% | +34.0% |
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