+69.0%
ZTS vs HWM
+1,330.2%
-1,261.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.8% | -8.0% | +4.3% | -2.2% |
| 30D | -2.0% | -18.0% | +16.0% | +1.6% |
| 3M | -10.2% | -9.5% | -0.7% | -8.8% |
| 6M | -39.4% | -8.4% | -31.0% | -39.0% |
| YTD | -40.8% | +13.6% | -54.5% | -43.2% |
| 1Y | -50.1% | +30.2% | -80.4% | -53.6% |
| 3Y | -58.9% | +392.2% | -451.1% | -72.1% |
| 5Y | -62.4% | +645.2% | -707.5% | -76.7% |
| All | +69.0% | +1,330.2% | -1,261.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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