+55.7%
ZTS vs HSY
+128.6%
-72.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -0.8% | -5.2% | +4.4% | +1.2% |
| 3M | -9.7% | -3.4% | -6.3% | -8.7% |
| 6M | -38.4% | -19.2% | -19.2% | -33.7% |
| YTD | -41.1% | -2.6% | -38.5% | -41.2% |
| 1Y | -50.6% | -3.8% | -46.8% | -50.7% |
| 3Y | -59.1% | -10.6% | -48.5% | -58.7% |
| 5Y | -62.7% | +12.3% | -75.0% | -66.7% |
| All | +55.7% | +128.6% | -72.9% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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