+77.6%
HL vs ZETA
+60.9%
+16.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -4.4% | -3.7% | -0.6% | -3.6% |
| 30D | +9.3% | +5.7% | +3.6% | +7.7% |
| 3M | +32.0% | +50.4% | -18.5% | +21.0% |
| 6M | -6.4% | +65.5% | -71.9% | -15.6% |
| YTD | +3.1% | +48.3% | -45.2% | -4.1% |
| 1Y | +77.6% | +45.4% | +32.2% | +63.3% |
| All | +77.6% | +60.9% | +16.7% | +63.3% |
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