+87.8%
ZTS vs HIG
+261.7%
-173.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +5.6% | +2.6% | +3.0% | +4.8% |
| 30D | +12.1% | +4.2% | +7.9% | +10.9% |
| 3M | +11.3% | +0.2% | +11.1% | +11.3% |
| 6M | +14.3% | +4.6% | +9.7% | +12.9% |
| YTD | -31.9% | +1.1% | -33.0% | -32.1% |
| 1Y | -29.3% | +4.7% | -33.9% | -30.2% |
| 3Y | -48.0% | +95.5% | -143.5% | -56.7% |
| 5Y | -58.9% | +111.7% | -170.6% | -66.7% |
| All | +87.8% | +261.7% | -173.9% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling