+202.6%
ZTS vs HBM
+93.6%
+109.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.6% |
| 7D | +1.0% | +5.1% | -4.0% | +0.6% |
| 30D | +12.4% | -15.8% | +28.2% | +13.9% |
| 3M | +13.6% | -22.4% | +36.0% | +15.7% |
| 6M | +9.3% | -20.2% | +29.5% | +10.2% |
| YTD | -32.6% | +9.0% | -41.6% | -34.5% |
| 1Y | -30.0% | +27.4% | -57.4% | -33.0% |
| 3Y | -48.7% | +424.2% | -473.0% | -58.0% |
| 5Y | -59.3% | +196.1% | -255.4% | -65.7% |
| 10Y | +79.8% | +285.4% | -205.6% | +34.4% |
| All | +202.6% | +93.6% | +109.0% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling