+166.5%
ZTS vs HCA
+1,038.5%
-872.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -2.8% |
| 7D | -4.8% | -2.8% | -2.0% | -4.0% |
| 30D | +1.2% | -2.7% | +4.0% | +2.1% |
| 3M | -6.0% | +11.5% | -17.5% | -9.3% |
| 6M | -38.7% | -24.3% | -14.5% | -34.0% |
| YTD | -40.6% | -13.6% | -27.0% | -38.6% |
| 1Y | -50.6% | -3.2% | -47.4% | -50.8% |
| 3Y | -58.7% | +50.4% | -109.2% | -64.7% |
| 5Y | -62.8% | +64.8% | -127.6% | -69.8% |
| 10Y | +56.2% | +456.5% | -400.4% | -17.3% |
| All | +166.5% | +1,038.5% | -872.0% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling