-49.1%
ZTS vs HUT
+336.9%
-386.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +14.6% | -17.9% | -3.4% |
| 7D | -0.4% | -11.4% | +11.0% | -0.4% |
| 30D | +11.7% | -41.0% | +52.8% | +12.3% |
| 3M | +3.5% | -41.9% | +45.4% | +3.9% |
| 6M | -27.6% | -51.7% | +24.0% | -27.2% |
| YTD | -35.5% | +14.6% | -50.1% | -36.9% |
| 1Y | -32.1% | +21.4% | -53.5% | -33.9% |
| 3Y | -49.1% | +359.8% | -408.9% | -52.1% |
| All | -49.1% | +336.9% | -386.0% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling