+55.7%
ZTS vs HUBB
+446.9%
-391.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | -3.7% | -0.1% | -3.7% | -3.7% |
| 30D | -0.8% | -10.0% | +9.2% | +2.5% |
| 3M | -9.7% | -1.6% | -8.1% | -10.3% |
| 6M | -38.4% | -3.1% | -35.3% | -38.7% |
| YTD | -41.1% | +4.6% | -45.7% | -43.2% |
| 1Y | -50.6% | +3.3% | -54.0% | -52.3% |
| 3Y | -59.1% | +46.6% | -105.7% | -67.1% |
| 5Y | -62.7% | +158.7% | -221.4% | -77.3% |
| All | +55.7% | +446.9% | -391.2% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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