+189.6%
ZTS vs THC
+623.0%
-433.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | -0.4% | +3.7% | -4.1% | -0.9% |
| 30D | +11.7% | +9.0% | +2.7% | +10.4% |
| 3M | +3.5% | +10.4% | -6.9% | +2.0% |
| 6M | -27.6% | +45.7% | -73.3% | -31.7% |
| YTD | -35.5% | +42.6% | -78.0% | -39.2% |
| 1Y | -32.1% | +38.8% | -70.9% | -35.8% |
| 3Y | -49.1% | +418.8% | -467.9% | -61.0% |
| 5Y | -61.0% | +275.7% | -336.7% | -69.6% |
| 10Y | +74.4% | +1,496.2% | -1,421.8% | -1.9% |
| All | +189.6% | +623.0% | -433.4% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling