+174.6%
ZTS vs HAS
+280.5%
-105.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.0% | -1.8% | -0.2% | -1.5% |
| 30D | +1.9% | +2.3% | -0.4% | +1.3% |
| 3M | -4.0% | +10.4% | -14.4% | -6.8% |
| 6M | -39.1% | -3.2% | -35.9% | -39.0% |
| YTD | -38.8% | +15.4% | -54.2% | -41.6% |
| 1Y | -49.6% | +18.8% | -68.4% | -52.3% |
| 3Y | -59.0% | +43.9% | -102.9% | -64.1% |
| 5Y | -61.8% | +13.9% | -75.7% | -64.9% |
| 10Y | +61.4% | +56.4% | +5.0% | +27.1% |
| All | +174.6% | +280.5% | -105.9% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling