+4.3%
HON vs ZETA
+247.9%
-243.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.0% | +1.2% |
| 7D | -3.6% | +2.7% | -6.2% | -3.8% |
| 30D | -15.3% | +15.8% | -31.1% | -16.2% |
| 3M | -7.9% | +35.4% | -43.3% | -10.0% |
| 6M | -18.1% | +67.1% | -85.2% | -21.4% |
| YTD | +3.8% | +54.1% | -50.2% | -0.1% |
| 1Y | +0.5% | +67.8% | -67.3% | -4.3% |
| 3Y | +19.8% | +311.4% | -291.7% | +1.2% |
| 5Y | +2.9% | +324.8% | -321.9% | -14.8% |
| All | +4.3% | +247.9% | -243.7% | -11.5% |
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