-59.0%
ZTS vs USHY
+27.6%
-86.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | +0.1% |
| 7D | -3.8% | -0.1% | -3.6% | -3.5% |
| 30D | -2.0% | 0.0% | -2.0% | -1.9% |
| 3M | -10.2% | +0.8% | -11.0% | -11.9% |
| 6M | -39.4% | +1.9% | -41.3% | -41.6% |
| YTD | -40.8% | +2.3% | -43.1% | -43.3% |
| 1Y | -50.1% | +4.1% | -54.3% | -53.9% |
| All | -59.0% | +27.6% | -86.6% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling