+29.0%
HD vs ZETA
+306.8%
-277.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | +1.5% | +18.1% | -16.6% | +0.3% |
| 30D | +18.0% | +13.6% | +4.4% | +16.8% |
| 3M | +2.8% | +23.7% | -20.9% | +1.1% |
| 6M | +17.0% | +128.5% | -111.5% | +9.5% |
| YTD | +3.5% | +80.1% | -76.6% | -1.9% |
| 1Y | -2.6% | +98.0% | -100.6% | -8.4% |
| 3Y | +30.7% | +348.6% | -317.9% | +9.7% |
| 5Y | +6.2% | +286.6% | -280.4% | -12.3% |
| All | +29.0% | +306.8% | -277.7% | +9.9% |
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