+58.2%
HCA vs ZETA
+274.1%
-215.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +2.9% | -6.5% | +9.4% | +3.1% |
| 30D | +2.4% | +4.8% | -2.5% | +2.2% |
| 3M | +13.0% | +53.3% | -40.3% | +11.7% |
| 6M | -21.4% | +66.8% | -88.2% | -22.6% |
| YTD | -9.5% | +50.2% | -59.6% | -10.7% |
| 1Y | +7.5% | +62.0% | -54.5% | +5.6% |
| All | +58.2% | +274.1% | -215.8% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling