+85.0%
ZTS vs THC
+1,859.7%
-1,774.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -7.4% | +0.2% | -7.7% | -7.4% |
| 30D | +9.9% | +9.0% | +0.9% | +8.7% |
| 3M | +10.3% | +12.9% | -2.6% | +8.6% |
| 6M | +9.2% | +52.8% | -43.7% | +2.8% |
| YTD | -32.9% | +47.4% | -80.3% | -36.8% |
| 1Y | -29.7% | +47.7% | -77.4% | -33.8% |
| 3Y | -49.0% | +444.7% | -493.6% | -60.5% |
| 5Y | -59.3% | +269.3% | -328.5% | -67.7% |
| All | +85.0% | +1,859.7% | -1,774.7% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling