+30.8%
HD vs ZETA
+259.8%
-229.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +2.6% |
| 7D | +3.6% | +6.2% | -2.6% | +3.2% |
| 30D | +21.6% | -2.0% | +23.6% | +21.6% |
| 3M | +0.1% | +21.7% | -21.6% | -1.5% |
| 6M | +13.0% | +89.1% | -76.2% | +7.3% |
| YTD | +4.9% | +59.3% | -54.4% | +0.3% |
| 1Y | -2.1% | +66.2% | -68.2% | -6.8% |
| 3Y | +32.6% | +297.3% | -264.7% | +12.3% |
| 5Y | +8.2% | +227.5% | -219.2% | -9.9% |
| All | +30.8% | +259.8% | -229.0% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling