+125.8%
HL vs ZETA
+241.7%
-116.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | +7.1% | -2.4% | +9.5% | +7.4% |
| 30D | +21.4% | +15.6% | +5.9% | +18.9% |
| 3M | +37.4% | +41.5% | -4.1% | +30.5% |
| 6M | +0.4% | +63.4% | -63.0% | -7.0% |
| YTD | +6.7% | +51.3% | -44.6% | -0.4% |
| 1Y | +102.4% | +65.8% | +36.6% | +85.6% |
| 3Y | +417.4% | +279.2% | +138.2% | +281.6% |
| 5Y | +243.3% | +341.8% | -98.4% | +136.8% |
| All | +125.8% | +241.7% | -116.0% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling