-27.9%
DHR vs ZETA
+341.5%
-369.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -2.2% | +10.5% | -12.6% | -3.2% |
| 3M | +9.0% | +44.3% | -35.4% | +4.8% |
| 6M | +3.5% | +59.4% | -56.0% | -2.0% |
| YTD | -10.1% | +49.5% | -59.6% | -14.7% |
| 1Y | +6.2% | +62.7% | -56.5% | -0.7% |
| 3Y | -5.4% | +274.6% | -280.0% | -24.7% |
| 5Y | -27.9% | +349.3% | -377.2% | -44.3% |
| All | -27.9% | +341.5% | -369.4% | -44.3% |
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