+55.7%
ZTS vs HBM
+619.2%
-563.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | -3.7% | -3.3% | -0.5% | -3.5% |
| 30D | -0.8% | -4.8% | +4.0% | -0.5% |
| 3M | -9.7% | -0.4% | -9.3% | -10.3% |
| 6M | -38.4% | +17.9% | -56.3% | -40.4% |
| YTD | -41.1% | +33.7% | -74.8% | -44.1% |
| 1Y | -50.6% | +95.6% | -146.2% | -55.2% |
| 3Y | -59.1% | +458.1% | -517.3% | -67.9% |
| 5Y | -62.7% | +329.0% | -391.7% | -70.7% |
| All | +55.7% | +619.2% | -563.4% | +1.1% |
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