+87.8%
ZTS vs HUBB
+381.1%
-293.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | +5.6% | +1.8% | +3.8% | +5.0% |
| 30D | +12.1% | -7.7% | +19.8% | +14.8% |
| 3M | +11.3% | -13.6% | +24.8% | +16.1% |
| 6M | +14.3% | -9.1% | +23.4% | +16.1% |
| YTD | -31.9% | -0.7% | -31.1% | -33.4% |
| 1Y | -29.3% | +1.1% | -30.3% | -31.4% |
| 3Y | -48.0% | +56.2% | -104.2% | -59.6% |
| 5Y | -58.9% | +126.6% | -185.5% | -73.8% |
| All | +87.8% | +381.1% | -293.3% | -15.2% |
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