+84.3%
ZTS vs HWM
+1,165.4%
-1,081.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -3.8% |
| 7D | -0.4% | +3.3% | -3.7% | -1.1% |
| 30D | +11.7% | -7.6% | +19.3% | +13.1% |
| 3M | +3.5% | -28.9% | +32.4% | +10.0% |
| 6M | -27.6% | -19.7% | -8.0% | -25.4% |
| YTD | -35.5% | +0.5% | -36.0% | -36.8% |
| 1Y | -32.1% | +0.3% | -32.3% | -33.5% |
| 3Y | -49.1% | +325.8% | -374.9% | -64.5% |
| 5Y | -61.0% | +524.7% | -585.8% | -75.1% |
| 10Y | +74.4% | +1,491.8% | -1,417.4% | -5.6% |
| All | +84.3% | +1,165.4% | -1,081.1% | -1.3% |
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 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