+205.7%
ZTS vs HSY
+201.7%
+4.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +0.8% |
| 7D | +5.6% | -2.1% | +7.7% | +6.3% |
| 30D | +12.1% | +6.1% | +6.0% | +9.8% |
| 3M | +11.3% | -5.6% | +16.9% | +13.3% |
| 6M | +14.3% | -9.5% | +23.9% | +17.7% |
| YTD | -31.9% | -2.1% | -29.8% | -32.2% |
| 1Y | -29.3% | +0.8% | -30.0% | -30.3% |
| 3Y | -48.0% | -2.1% | -45.9% | -49.4% |
| 5Y | -58.9% | +11.2% | -70.1% | -62.2% |
| 10Y | +81.7% | +128.3% | -46.6% | +34.8% |
| All | +205.7% | +201.7% | +4.0% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling