+74.2%
ZTS vs HAS
+101.4%
-27.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -0.4% | -0.2% | -0.3% | -0.3% |
| 30D | +11.7% | +31.0% | -19.3% | +3.6% |
| 3M | +3.5% | +30.7% | -27.2% | -4.1% |
| 6M | -27.6% | +23.9% | -51.5% | -32.2% |
| YTD | -35.5% | +48.3% | -83.8% | -42.7% |
| 1Y | -32.1% | +60.2% | -92.3% | -41.0% |
| 3Y | -49.1% | +189.2% | -238.3% | -63.3% |
| 5Y | -61.0% | +50.4% | -111.5% | -66.9% |
| All | +74.2% | +101.4% | -27.1% | +33.0% |
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