+12.0%
HON vs ZETA
+281.0%
-269.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | 0.0% |
| 7D | +1.4% | +18.1% | -16.7% | +0.2% |
| 30D | +7.5% | +13.6% | -6.1% | +6.4% |
| 3M | -4.3% | +23.7% | -28.1% | -6.0% |
| 6M | -1.5% | +128.5% | -130.0% | -7.9% |
| YTD | +10.5% | +80.1% | -69.6% | +4.6% |
| 1Y | +8.5% | +98.0% | -89.5% | +1.9% |
| 3Y | +28.0% | +348.6% | -320.6% | +5.0% |
| All | +12.0% | +281.0% | -269.0% | -11.0% |
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