+174.6%
ZTS vs THC
+576.3%
-401.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | +1.9% | +1.3% | +0.6% | +1.7% |
| 3M | -4.0% | +64.2% | -68.3% | -10.8% |
| 6M | -39.1% | +8.3% | -47.4% | -40.2% |
| YTD | -38.8% | +33.4% | -72.2% | -41.8% |
| 1Y | -49.6% | +37.7% | -87.2% | -52.4% |
| 3Y | -59.0% | +236.8% | -295.8% | -66.6% |
| 5Y | -61.8% | +249.3% | -311.0% | -69.9% |
| 10Y | +61.4% | +995.2% | -933.8% | -2.4% |
| All | +174.6% | +576.3% | -401.7% | +72.3% |
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