+55.5%
ZTS vs XHB
+210.4%
-154.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.6% |
| 7D | -4.5% | -5.2% | +0.7% | -1.9% |
| 30D | -3.3% | -12.1% | +8.8% | +3.2% |
| 3M | -9.7% | -6.2% | -3.5% | -7.4% |
| 6M | -38.8% | -6.7% | -32.1% | -37.1% |
| YTD | -41.2% | -5.5% | -35.7% | -40.1% |
| 1Y | -50.3% | -15.6% | -34.7% | -46.4% |
| 3Y | -59.1% | +22.0% | -81.1% | -64.8% |
| 5Y | -62.8% | +31.8% | -94.6% | -69.9% |
| All | +55.5% | +210.4% | -154.9% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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