-50.6%
ZTS vs HWM
+30.1%
-80.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -10.7% | +7.7% | -2.8% |
| 7D | -4.8% | -9.2% | +4.4% | -4.6% |
| 30D | +1.2% | -17.9% | +19.1% | +1.3% |
| 3M | -6.0% | -6.0% | 0.0% | -6.1% |
| 6M | -38.7% | -7.4% | -31.4% | -39.2% |
| YTD | -40.6% | +13.1% | -53.7% | -42.8% |
| 1Y | -50.6% | +29.3% | -79.9% | -53.4% |
| All | -50.6% | +30.1% | -80.7% | -53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling