+55.7%
ZTS vs HUM
+152.7%
-97.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.3% |
| 7D | -3.7% | +2.1% | -5.8% | -4.2% |
| 30D | -0.8% | +5.4% | -6.2% | -2.0% |
| 3M | -9.7% | +11.4% | -21.1% | -12.4% |
| 6M | -38.4% | +141.5% | -179.9% | -50.5% |
| YTD | -41.1% | +61.2% | -102.3% | -48.4% |
| 1Y | -50.6% | +49.2% | -99.8% | -56.2% |
| 3Y | -59.1% | -9.0% | -50.1% | -59.6% |
| 5Y | -62.7% | +7.2% | -69.9% | -66.5% |
| All | +55.7% | +152.7% | -97.0% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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