+174.6%
ZTS vs HIG
+631.6%
-457.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | +1.9% | -3.2% | +5.1% | +2.8% |
| 3M | -4.0% | +9.1% | -13.1% | -6.4% |
| 6M | -39.1% | -1.8% | -37.3% | -38.9% |
| YTD | -38.8% | +1.8% | -40.6% | -39.2% |
| 1Y | -49.6% | +4.6% | -54.1% | -50.3% |
| 3Y | -59.0% | +101.6% | -160.6% | -66.4% |
| 5Y | -61.8% | +124.5% | -186.2% | -69.8% |
| 10Y | +61.4% | +317.8% | -256.4% | +3.0% |
| All | +174.6% | +631.6% | -457.0% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling