-62.4%
ZTS vs HIG
+117.6%
-180.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -3.8% | -0.5% | -3.3% | -3.6% |
| 30D | -2.0% | -2.8% | +0.8% | -1.1% |
| 3M | -10.2% | +6.3% | -16.5% | -12.2% |
| 6M | -39.4% | -0.1% | -39.3% | -39.5% |
| YTD | -40.8% | +0.4% | -41.3% | -41.0% |
| 1Y | -50.1% | +6.2% | -56.4% | -51.3% |
| 3Y | -58.9% | +101.6% | -160.5% | -68.1% |
| 5Y | -62.4% | +119.8% | -182.2% | -72.4% |
| All | -62.4% | +117.6% | -180.0% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling