+163.9%
ZTS vs JHX
+253.6%
-89.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -4.5% | -4.9% | +0.4% | -3.4% |
| 30D | -3.3% | -9.3% | +6.0% | -1.2% |
| 3M | -9.7% | +28.1% | -37.8% | -15.4% |
| 6M | -38.8% | +35.2% | -74.0% | -43.6% |
| YTD | -41.2% | +35.9% | -77.0% | -46.0% |
| 1Y | -50.3% | +42.5% | -92.8% | -55.1% |
| 3Y | -59.1% | -4.5% | -54.7% | -62.0% |
| 5Y | -62.8% | -27.1% | -35.7% | -64.0% |
| 10Y | +57.8% | +104.2% | -46.4% | +12.5% |
| All | +163.9% | +253.6% | -89.6% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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