+85.9%
ZTS vs HWM
+1,503.5%
-1,417.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.0% | +11.1% | -10.1% | -1.1% |
| 30D | +12.4% | +3.0% | +9.4% | +11.5% |
| 3M | +13.6% | -20.7% | +34.3% | +18.2% |
| 6M | +9.3% | -17.2% | +26.5% | +12.5% |
| YTD | -32.6% | +9.1% | -41.6% | -35.0% |
| 1Y | -30.0% | +9.0% | -39.1% | -32.6% |
| 3Y | -48.7% | +353.8% | -402.6% | -64.9% |
| 5Y | -59.3% | +608.0% | -667.4% | -74.8% |
| All | +85.9% | +1,503.5% | -1,417.7% | -8.7% |
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