-62.8%
ZTS vs USHY
+20.9%
-83.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.2% |
| 7D | -4.5% | -0.7% | -3.8% | -3.3% |
| 30D | -3.3% | -0.5% | -2.8% | -2.4% |
| 3M | -9.7% | +0.5% | -10.3% | -10.6% |
| 6M | -38.8% | +1.5% | -40.3% | -40.2% |
| YTD | -41.2% | +1.7% | -42.9% | -42.7% |
| 1Y | -50.3% | +3.5% | -53.9% | -52.9% |
| 3Y | -59.1% | +27.2% | -86.3% | -71.7% |
| 5Y | -62.8% | +21.0% | -83.8% | -69.9% |
| All | -62.8% | +20.9% | -83.7% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling