+87.8%
ZTS vs HBM
+281.1%
-193.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +5.6% | +2.2% | +3.3% | +5.3% |
| 30D | +12.1% | -11.8% | +23.9% | +13.3% |
| 3M | +11.3% | -19.2% | +30.5% | +13.2% |
| 6M | +14.3% | -22.9% | +37.2% | +15.8% |
| YTD | -31.9% | +7.8% | -39.7% | -34.1% |
| 1Y | -29.3% | +34.9% | -64.2% | -33.3% |
| 3Y | -48.0% | +422.2% | -470.3% | -59.2% |
| 5Y | -58.9% | +192.8% | -251.7% | -66.5% |
| All | +87.8% | +281.1% | -193.4% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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