-61.4%
ZTS vs HWM
+743.6%
-805.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -2.0% | -2.1% | +0.1% | -1.6% |
| 30D | +1.9% | -11.0% | +12.9% | +4.3% |
| 3M | -4.0% | +4.0% | -8.0% | -5.3% |
| 6M | -39.1% | -0.2% | -38.9% | -39.8% |
| YTD | -38.8% | +26.7% | -65.5% | -43.2% |
| 1Y | -49.6% | +44.7% | -94.3% | -54.9% |
| 3Y | -59.0% | +426.1% | -485.1% | -77.0% |
| All | -61.4% | +743.6% | -805.0% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling