+25.9%
HD vs ZETA
+273.0%
-247.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.1% | -2.2% |
| 7D | +4.3% | -0.4% | +4.8% | +4.3% |
| 30D | +20.2% | -8.0% | +28.2% | +20.7% |
| 3M | -1.0% | +21.4% | -22.4% | -2.4% |
| 6M | +7.9% | +80.1% | -72.2% | +3.2% |
| YTD | +2.0% | +52.5% | -50.5% | -1.8% |
| 1Y | -4.3% | +58.5% | -62.8% | -8.3% |
| 3Y | +25.9% | +281.7% | -255.7% | -4.4% |
| All | +25.9% | +273.0% | -247.0% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling