+118.3%
HL vs ZETA
+235.0%
-116.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -4.4% | -3.7% | -0.6% | -3.9% |
| 30D | +9.3% | +5.7% | +3.6% | +8.3% |
| 3M | +32.0% | +50.4% | -18.5% | +24.3% |
| 6M | -6.4% | +65.5% | -71.9% | -13.4% |
| YTD | +3.1% | +48.3% | -45.2% | -3.4% |
| 1Y | +77.6% | +45.4% | +32.2% | +65.7% |
| 3Y | +392.8% | +270.8% | +122.1% | +264.6% |
| 5Y | +234.1% | +336.1% | -102.0% | +130.8% |
| All | +118.3% | +235.0% | -116.7% | +65.9% |
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