+25.0%
ZTS vs USHY
+50.7%
-25.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -2.9% | -2.9% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | +1.2% | 0.0% | +1.3% | +1.3% |
| 3M | -6.0% | +1.2% | -7.2% | -7.9% |
| 6M | -38.7% | +2.6% | -41.3% | -41.2% |
| YTD | -40.6% | +2.4% | -43.1% | -42.8% |
| 1Y | -50.6% | +4.2% | -54.8% | -53.8% |
| 3Y | -58.7% | +28.0% | -86.8% | -72.4% |
| 5Y | -62.8% | +21.8% | -84.6% | -72.6% |
| All | +25.0% | +50.7% | -25.7% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling