+72.8%
HCA vs ZETA
+332.4%
-259.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.4% |
| 7D | +5.4% | -3.7% | +9.1% | +5.6% |
| 30D | +3.0% | +5.7% | -2.7% | +2.7% |
| 3M | +13.0% | +50.4% | -37.4% | +10.6% |
| 6M | -20.3% | +65.5% | -85.7% | -22.6% |
| YTD | -8.2% | +48.3% | -56.5% | -10.6% |
| 1Y | +6.7% | +45.4% | -38.7% | +3.7% |
| 3Y | +60.4% | +270.8% | -210.4% | +39.5% |
| All | +72.8% | +332.4% | -259.6% | +46.5% |
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