-0.8%
ZTS vs HUT
+422.3%
-423.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -0.9% |
| 7D | -2.0% | +17.8% | -19.8% | -2.7% |
| 30D | +1.9% | +0.8% | +1.1% | +1.7% |
| 3M | -4.0% | -26.8% | +22.8% | -3.4% |
| 6M | -39.1% | +72.6% | -111.7% | -41.4% |
| YTD | -38.8% | +103.6% | -142.4% | -41.7% |
| 1Y | -49.6% | +265.3% | -314.8% | -53.6% |
| 3Y | -59.0% | +689.4% | -748.4% | -65.3% |
| 5Y | -61.8% | +75.3% | -137.1% | -67.4% |
| All | -0.8% | +422.3% | -423.1% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling