-62.4%
ZTS vs HRB
+104.8%
-167.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -3.8% | -10.6% | +6.9% | -3.0% |
| 30D | -2.0% | -0.8% | -1.2% | -2.1% |
| 3M | -10.2% | +19.1% | -29.3% | -11.5% |
| 6M | -39.4% | +48.7% | -88.1% | -41.2% |
| YTD | -40.8% | +7.1% | -47.9% | -39.1% |
| 1Y | -50.1% | -8.3% | -41.8% | -47.2% |
| 3Y | -58.9% | +25.8% | -84.7% | -59.9% |
| 5Y | -62.4% | +111.1% | -173.5% | -66.1% |
| All | -62.4% | +104.8% | -167.2% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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