-59.3%
ZTS vs HIG
+107.2%
-166.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.0% | -0.1% | +1.2% | +1.1% |
| 30D | +12.4% | +4.4% | +8.1% | +10.8% |
| 3M | +13.6% | 0.0% | +13.5% | +13.6% |
| 6M | +9.3% | +3.8% | +5.5% | +7.7% |
| YTD | -32.6% | +0.7% | -33.3% | -32.8% |
| 1Y | -30.0% | +5.0% | -35.1% | -31.3% |
| 3Y | -48.7% | +95.3% | -144.1% | -60.3% |
| 5Y | -59.3% | +110.8% | -170.1% | -70.0% |
| All | -59.3% | +107.2% | -166.5% | -70.0% |
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