+164.3%
ZTS vs HBAN
+294.6%
-130.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -3.7% | -1.0% | -2.7% | -3.5% |
| 30D | -0.8% | -5.6% | +4.8% | +0.6% |
| 3M | -9.7% | -1.1% | -8.6% | -9.7% |
| 6M | -38.4% | +9.9% | -48.3% | -39.8% |
| YTD | -41.1% | -0.9% | -40.1% | -41.1% |
| 1Y | -50.6% | -1.4% | -49.2% | -50.7% |
| 3Y | -59.1% | +78.2% | -137.4% | -65.1% |
| 5Y | -62.7% | +37.0% | -99.7% | -66.9% |
| 10Y | +58.1% | +158.9% | -100.8% | +7.8% |
| All | +164.3% | +294.6% | -130.2% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 HBAN 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