+174.6%
ZTS vs HBM
+145.5%
+29.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.0% | -6.4% | +4.4% | -1.4% |
| 30D | +1.9% | +5.9% | -4.0% | +1.3% |
| 3M | -4.0% | -8.9% | +4.9% | -3.8% |
| 6M | -39.1% | +10.7% | -49.8% | -40.4% |
| YTD | -38.8% | +38.3% | -77.1% | -41.6% |
| 1Y | -49.6% | +121.3% | -170.9% | -54.1% |
| 3Y | -59.0% | +450.6% | -509.6% | -66.4% |
| 5Y | -61.8% | +338.0% | -399.7% | -68.8% |
| 10Y | +61.4% | +578.6% | -517.2% | +16.2% |
| All | +174.6% | +145.5% | +29.1% | +104.5% |
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