+77.0%
ZTS vs HAS
+102.6%
-25.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | 0.0% |
| 7D | -0.6% | +3.3% | -3.9% | -1.4% |
| 30D | +11.0% | +30.5% | -19.6% | +3.0% |
| 3M | +10.9% | +29.9% | -18.9% | +3.1% |
| 6M | +0.9% | +26.5% | -25.6% | -6.0% |
| YTD | -33.0% | +51.9% | -84.9% | -40.9% |
| 1Y | -29.6% | +60.9% | -90.5% | -38.9% |
| 3Y | -49.0% | +215.0% | -264.0% | -64.1% |
| 5Y | -59.5% | +51.5% | -111.0% | -65.7% |
| 10Y | +77.0% | +102.2% | -25.2% | +33.7% |
| All | +77.0% | +102.6% | -25.6% | +33.7% |
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