-4.1%
ZTS vs HUT
+435.6%
-439.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.2% | -0.2% |
| 7D | -3.8% | +18.9% | -22.6% | -4.5% |
| 30D | -2.0% | +12.0% | -14.0% | -2.7% |
| 3M | -10.2% | -14.9% | +4.7% | -10.1% |
| 6M | -39.4% | +96.8% | -136.2% | -42.0% |
| YTD | -40.8% | +108.8% | -149.6% | -43.7% |
| 1Y | -50.1% | +227.4% | -277.5% | -53.9% |
| 3Y | -58.9% | +760.3% | -819.2% | -65.4% |
| 5Y | -62.4% | +86.1% | -148.4% | -68.0% |
| All | -4.1% | +435.6% | -439.7% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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