+0.7%
HON vs ZETA
+235.0%
-234.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -3.5% | -3.7% | +0.3% | -3.2% |
| 30D | -13.8% | +5.7% | -19.5% | -14.1% |
| 3M | -11.7% | +50.4% | -62.1% | -14.4% |
| 6M | -18.7% | +65.5% | -84.2% | -22.0% |
| YTD | +0.2% | +48.3% | -48.1% | -3.4% |
| 1Y | -3.1% | +45.4% | -48.4% | -6.8% |
| 3Y | +17.0% | +270.8% | -253.8% | -0.4% |
| 5Y | +2.0% | +336.1% | -334.1% | -15.4% |
| All | +0.7% | +235.0% | -234.3% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling