-10.0%
DHR vs ZETA
+281.0%
-291.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.5% |
| 7D | +1.2% | +18.1% | -16.9% | -0.5% |
| 30D | +3.7% | +13.6% | -9.9% | +2.3% |
| 3M | +14.5% | +23.7% | -9.2% | +11.8% |
| 6M | +40.9% | +128.5% | -87.6% | +28.3% |
| YTD | +2.4% | +80.1% | -77.7% | -5.1% |
| 1Y | +6.1% | +98.0% | -91.9% | -2.8% |
| 3Y | +21.0% | +348.6% | -327.6% | -7.8% |
| All | -10.0% | +281.0% | -291.0% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling