+162.6%
ZTS vs HLT
+643.8%
-481.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.6% |
| 7D | -3.8% | -1.5% | -2.3% | -3.3% |
| 30D | -2.0% | -1.2% | -0.8% | -1.7% |
| 3M | -10.2% | -10.3% | +0.2% | -7.0% |
| 6M | -39.4% | +1.3% | -40.7% | -39.8% |
| YTD | -40.8% | +7.0% | -47.8% | -42.4% |
| 1Y | -50.1% | +11.9% | -62.0% | -52.2% |
| 3Y | -58.9% | +100.7% | -159.5% | -68.0% |
| 5Y | -62.4% | +147.5% | -209.9% | -73.1% |
| 10Y | +58.8% | +586.5% | -527.7% | -22.3% |
| All | +162.6% | +643.8% | -481.2% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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