-62.8%
ZTS vs HCA
+69.0%
-131.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -4.5% | +2.9% | -7.4% | -5.3% |
| 30D | -3.3% | +2.4% | -5.7% | -4.0% |
| 3M | -9.7% | +13.0% | -22.8% | -13.1% |
| 6M | -38.8% | -21.4% | -17.5% | -35.0% |
| YTD | -41.2% | -9.5% | -31.7% | -40.1% |
| 1Y | -50.3% | +7.5% | -57.8% | -52.1% |
| 3Y | -59.1% | +57.6% | -116.7% | -65.7% |
| 5Y | -62.8% | +71.1% | -133.9% | -71.2% |
| All | -62.8% | +69.0% | -131.8% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling