+100.0%
HCA vs ZETA
+241.7%
-141.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | -2.8% | -2.4% | -0.4% | -2.7% |
| 30D | -2.7% | +15.6% | -18.3% | -3.4% |
| 3M | +11.5% | +41.5% | -30.0% | +9.6% |
| 6M | -24.3% | +63.4% | -87.7% | -26.3% |
| YTD | -13.6% | +51.3% | -64.9% | -15.7% |
| 1Y | -3.2% | +65.8% | -69.0% | -6.3% |
| 3Y | +50.4% | +279.2% | -228.8% | +32.5% |
| 5Y | +64.8% | +341.8% | -277.0% | +44.2% |
| All | +100.0% | +241.7% | -141.7% | +75.4% |
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