+166.5%
ZTS vs HUBB
+568.0%
-401.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | -3.3% |
| 7D | -4.8% | +4.8% | -9.6% | -6.3% |
| 30D | +1.2% | -9.3% | +10.5% | +4.3% |
| 3M | -6.0% | -3.9% | -2.1% | -5.8% |
| 6M | -38.7% | -0.8% | -37.9% | -39.5% |
| YTD | -40.6% | +5.6% | -46.2% | -42.8% |
| 1Y | -50.6% | +7.7% | -58.3% | -52.9% |
| 3Y | -58.7% | +47.5% | -106.2% | -66.6% |
| 5Y | -62.8% | +153.7% | -216.5% | -76.6% |
| 10Y | +56.2% | +433.0% | -376.8% | -30.8% |
| All | +166.5% | +568.0% | -401.6% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling