+4.6%
ZTS vs HUT
+194.0%
-189.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +14.6% | -17.9% | -3.9% |
| 7D | -0.4% | -11.4% | +11.0% | -0.3% |
| 30D | +11.7% | -41.0% | +52.8% | +13.5% |
| 3M | +3.5% | -41.9% | +45.4% | +4.9% |
| 6M | -27.6% | -51.7% | +24.0% | -26.5% |
| YTD | -35.5% | +14.6% | -50.1% | -37.5% |
| 1Y | -32.1% | +21.4% | -53.5% | -34.7% |
| 3Y | -49.1% | +359.8% | -408.9% | -56.3% |
| 5Y | -61.0% | -27.5% | -33.6% | -65.8% |
| All | +4.6% | +194.0% | -189.4% | -26.7% |
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