-61.2%
ZTS vs HST
+71.5%
-132.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.3% |
| 3M | +3.5% | +6.3% | -2.8% | +1.5% |
| 6M | -27.6% | +19.0% | -46.6% | -31.9% |
| YTD | -35.5% | +47.0% | -82.5% | -43.5% |
| 1Y | -32.1% | +53.4% | -85.5% | -41.4% |
| 3Y | -49.1% | +78.0% | -127.1% | -58.9% |
| All | -61.2% | +71.5% | -132.7% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling