-2.5%
DHR vs ZETA
+247.9%
-250.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.2% |
| 7D | -3.9% | +2.7% | -6.5% | -4.2% |
| 30D | +4.0% | +15.8% | -11.8% | +2.5% |
| 3M | +11.5% | +35.4% | -23.9% | +8.1% |
| 6M | +1.9% | +67.1% | -65.3% | -3.6% |
| YTD | -8.9% | +54.1% | -63.0% | -13.5% |
| 1Y | +5.1% | +67.8% | -62.7% | -1.5% |
| 3Y | -10.3% | +311.4% | -321.7% | -27.7% |
| 5Y | -27.8% | +324.8% | -352.6% | -42.3% |
| All | -2.5% | +247.9% | -250.4% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling