+24.0%
ZTS vs USHY
+49.7%
-25.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -3.7% | -0.7% | -3.1% | -2.6% |
| 30D | -0.8% | -0.7% | -0.1% | +0.4% |
| 3M | -9.7% | +0.1% | -9.8% | -9.8% |
| 6M | -38.4% | +1.8% | -40.2% | -40.1% |
| YTD | -41.1% | +1.8% | -42.9% | -42.7% |
| 1Y | -50.6% | +3.3% | -53.9% | -53.1% |
| 3Y | -59.1% | +27.0% | -86.1% | -72.3% |
| 5Y | -62.7% | +21.0% | -83.7% | -72.2% |
| All | +24.0% | +49.7% | -25.7% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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