+36.0%
HBAN vs ZETA
+352.7%
-316.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -1.9% | -6.5% | +4.6% | -1.1% |
| 30D | -5.9% | +4.8% | -10.7% | -6.6% |
| 3M | +0.2% | +53.3% | -53.1% | -5.7% |
| 6M | +6.6% | +66.8% | -60.2% | -1.5% |
| YTD | -1.7% | +50.2% | -51.9% | -8.6% |
| 1Y | -1.7% | +62.0% | -63.7% | -10.2% |
| 3Y | +74.9% | +276.4% | -201.5% | +32.6% |
| 5Y | +36.0% | +341.6% | -305.7% | -1.5% |
| All | +36.0% | +352.7% | -316.8% | -1.5% |
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