-62.4%
ZTS vs XHB
+34.8%
-97.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.4% |
| 7D | -3.8% | -1.9% | -1.8% | -2.9% |
| 30D | -2.0% | -8.3% | +6.3% | +2.2% |
| 3M | -10.2% | -7.1% | -3.0% | -7.5% |
| 6M | -39.4% | -5.3% | -34.2% | -38.2% |
| YTD | -40.8% | -3.2% | -37.6% | -40.4% |
| 1Y | -50.1% | -13.9% | -36.3% | -46.9% |
| 3Y | -58.9% | +24.9% | -83.8% | -65.2% |
| 5Y | -62.4% | +34.5% | -96.9% | -70.2% |
| All | -62.4% | +34.8% | -97.2% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling