+112.8%
HL vs ZETA
+281.0%
-168.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | -11.1% | +18.1% | -29.2% | -13.5% |
| 30D | -12.1% | +13.6% | -25.7% | -13.9% |
| 3M | -26.1% | +23.7% | -49.8% | -28.7% |
| 6M | -37.7% | +128.5% | -166.2% | -45.4% |
| YTD | -31.7% | +80.1% | -111.8% | -38.4% |
| 1Y | -11.6% | +98.0% | -109.6% | -21.4% |
| 3Y | +249.6% | +348.6% | -98.9% | +139.4% |
| All | +112.8% | +281.0% | -168.1% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling