-6.0%
DHR vs ZETA
+235.0%
-240.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -3.6% | -3.7% | +0.1% | -3.3% |
| 30D | -2.7% | +5.7% | -8.5% | -3.3% |
| 3M | +10.9% | +50.4% | -39.5% | +6.5% |
| 6M | +3.0% | +65.5% | -62.4% | -2.4% |
| YTD | -12.2% | +48.3% | -60.5% | -16.4% |
| 1Y | +3.3% | +45.4% | -42.1% | -1.9% |
| 3Y | -8.2% | +270.8% | -279.0% | -25.3% |
| 5Y | -29.9% | +336.1% | -366.0% | -43.6% |
| All | -6.0% | +235.0% | -240.9% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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