+56.2%
ZTS vs HST
+97.7%
-41.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -4.8% | +2.0% | -6.8% | -5.3% |
| 30D | +1.2% | -5.2% | +6.5% | +2.5% |
| 3M | -6.0% | -6.2% | +0.2% | -4.8% |
| 6M | -38.7% | +20.4% | -59.2% | -41.8% |
| YTD | -40.6% | +30.6% | -71.2% | -44.8% |
| 1Y | -50.6% | +37.4% | -88.0% | -54.7% |
| 3Y | -58.7% | +66.1% | -124.9% | -64.3% |
| 5Y | -62.8% | +73.7% | -136.5% | -68.5% |
| 10Y | +56.2% | +99.8% | -43.6% | +25.4% |
| All | +56.2% | +97.7% | -41.5% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling