+45.7%
HBAN vs ZETA
+241.7%
-196.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.4% |
| 7D | +2.1% | -2.4% | +4.5% | +2.3% |
| 30D | -4.5% | +15.6% | -20.1% | -6.4% |
| 3M | +2.6% | +41.5% | -38.9% | -2.4% |
| 6M | +4.7% | +63.4% | -58.7% | -2.8% |
| YTD | -1.5% | +51.3% | -52.8% | -8.3% |
| 1Y | -1.9% | +65.8% | -67.7% | -10.4% |
| 3Y | +75.2% | +279.2% | -204.0% | +34.3% |
| 5Y | +37.2% | +341.8% | -304.6% | +0.9% |
| All | +45.7% | +241.7% | -196.0% | +10.6% |
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