+145.9%
HLT vs ZETA
+237.6%
-91.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -1.2% | +10.5% | -11.7% | -2.6% |
| 3M | -10.3% | +44.3% | -54.7% | -14.8% |
| 6M | +1.3% | +59.4% | -58.2% | -5.7% |
| YTD | +7.0% | +49.5% | -42.5% | -0.2% |
| 1Y | +11.9% | +62.7% | -50.8% | +2.3% |
| 3Y | +100.7% | +274.6% | -174.0% | +48.9% |
| 5Y | +147.5% | +349.3% | -201.8% | +72.9% |
| All | +145.9% | +237.6% | -91.7% | +78.7% |
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