-4.6%
HD vs ZETA
+84.8%
-89.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +6.4% |
| 7D | +11.9% | -5.0% | +16.9% | +12.1% |
| 30D | +26.4% | -3.3% | +29.8% | +26.5% |
| 3M | +2.8% | +31.0% | -28.2% | +1.5% |
| 6M | +15.5% | +72.2% | -56.7% | +12.1% |
| YTD | +5.5% | +56.2% | -50.6% | +2.1% |
| 1Y | -4.6% | +90.3% | -94.9% | -8.1% |
| All | -4.6% | +84.8% | -89.4% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling