+165.6%
ZTS vs HUM
+500.4%
-334.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | -3.8% | -0.2% | -3.5% | -3.7% |
| 30D | -2.0% | +3.7% | -5.7% | -3.0% |
| 3M | -10.2% | +10.4% | -20.6% | -12.7% |
| 6M | -39.4% | +125.7% | -165.1% | -50.8% |
| YTD | -40.8% | +57.3% | -98.2% | -48.1% |
| 1Y | -50.1% | +48.6% | -98.7% | -56.0% |
| 3Y | -58.9% | -11.3% | -47.6% | -59.6% |
| 5Y | -62.4% | +0.8% | -63.2% | -65.6% |
| 10Y | +58.8% | +146.7% | -87.8% | +9.6% |
| All | +165.6% | +500.4% | -334.9% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling