+105.3%
HAL vs ZETA
+329.5%
-224.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.2% |
| 7D | +2.9% | +2.7% | +0.3% | +2.6% |
| 30D | +17.0% | +15.8% | +1.2% | +15.3% |
| 3M | -9.7% | +35.4% | -45.1% | -12.6% |
| 6M | +8.6% | +67.1% | -58.5% | +2.2% |
| YTD | +33.0% | +54.1% | -21.1% | +25.5% |
| 1Y | +68.3% | +67.8% | +0.5% | +56.4% |
| 3Y | +0.1% | +311.4% | -311.3% | -22.7% |
| All | +105.3% | +329.5% | -224.2% | +52.2% |
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