+74.8%
ZTS vs HWM
+1,494.1%
-1,419.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -2.0% | -2.1% | +0.1% | -1.7% |
| 30D | +1.9% | -11.0% | +12.9% | +4.1% |
| 3M | -4.0% | +4.0% | -8.0% | -5.1% |
| 6M | -39.1% | -0.2% | -38.9% | -39.7% |
| YTD | -38.8% | +26.7% | -65.5% | -42.5% |
| 1Y | -49.6% | +44.7% | -94.3% | -54.0% |
| 3Y | -59.0% | +426.1% | -485.1% | -72.4% |
| 5Y | -61.8% | +738.5% | -800.3% | -76.9% |
| All | +74.8% | +1,494.1% | -1,419.3% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling