-59.1%
ZTS vs HCA
+59.6%
-118.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -3.7% | +5.4% | -9.2% | -4.9% |
| 30D | -0.8% | +3.0% | -3.8% | -1.5% |
| 3M | -9.7% | +13.0% | -22.8% | -12.4% |
| 6M | -38.4% | -20.3% | -18.1% | -35.7% |
| YTD | -41.1% | -8.2% | -32.9% | -40.5% |
| 1Y | -50.6% | +6.7% | -57.3% | -52.1% |
| 3Y | -59.1% | +60.4% | -119.5% | -66.1% |
| All | -59.1% | +59.6% | -118.8% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 3y: compounded portfolio wealth divided by compounded HCA 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…
3y analysis · Full analysis span regression · 6 months rolling