-49.1%
ZTS vs HST
+77.0%
-126.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -0.4% | -2.7% | +2.3% | +0.6% |
| 30D | +11.7% | +10.7% | +1.0% | +8.6% |
| 3M | +3.5% | +6.3% | -2.8% | +1.7% |
| 6M | -27.6% | +19.0% | -46.6% | -31.8% |
| YTD | -35.5% | +47.0% | -82.5% | -43.4% |
| 1Y | -32.1% | +53.4% | -85.5% | -41.3% |
| 3Y | -49.1% | +78.0% | -127.1% | -58.1% |
| All | -49.1% | +77.0% | -126.1% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling