+174.6%
ZTS vs XHB
+294.5%
-119.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | -2.0% | -1.3% | -0.7% | -1.4% |
| 30D | +1.9% | -6.9% | +8.8% | +5.4% |
| 3M | -4.0% | -1.3% | -2.7% | -4.0% |
| 6M | -39.1% | -6.8% | -32.3% | -37.3% |
| YTD | -38.8% | +0.7% | -39.5% | -39.6% |
| 1Y | -49.6% | -11.2% | -38.3% | -47.0% |
| 3Y | -59.0% | +25.3% | -84.3% | -65.0% |
| 5Y | -61.8% | +37.3% | -99.1% | -69.5% |
| 10Y | +61.4% | +211.5% | -150.1% | -21.3% |
| All | +174.6% | +294.5% | -119.9% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling