+3.1%
HON vs ZETA
+341.5%
-338.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -15.4% | +10.5% | -25.8% | -16.1% |
| 3M | -9.1% | +44.3% | -53.4% | -11.8% |
| 6M | -17.1% | +59.4% | -76.5% | -20.3% |
| YTD | +1.5% | +49.5% | -48.0% | -2.3% |
| 1Y | -1.3% | +62.7% | -64.0% | -6.0% |
| 3Y | +19.5% | +274.6% | -255.1% | +0.7% |
| 5Y | +3.1% | +349.3% | -346.3% | -16.2% |
| All | +3.1% | +341.5% | -338.4% | -16.2% |
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