+238.2%
HL vs ZETA
+352.7%
-114.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.4% | -4.0% |
| 7D | -5.6% | -6.5% | +0.9% | -4.7% |
| 30D | +12.7% | +4.8% | +7.9% | +11.8% |
| 3M | +42.5% | +53.3% | -10.8% | +33.9% |
| 6M | -9.0% | +66.8% | -75.8% | -15.9% |
| YTD | +4.4% | +50.2% | -45.8% | -2.4% |
| 1Y | +82.7% | +62.0% | +20.6% | +68.1% |
| 3Y | +406.3% | +276.4% | +129.9% | +272.5% |
| 5Y | +238.2% | +341.6% | -103.5% | +136.0% |
| All | +238.2% | +352.7% | -114.6% | +136.0% |
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