+139.3%
HOOD vs ZETA
+440.3%
-301.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.5% | -1.5% | +1.3% |
| 7D | -0.6% | +6.2% | -6.8% | -2.7% |
| 30D | -23.6% | -2.0% | -21.5% | -22.7% |
| 3M | -10.7% | +21.7% | -32.4% | -17.0% |
| 6M | +8.2% | +89.1% | -81.0% | -16.5% |
| YTD | -26.3% | +59.3% | -85.6% | -39.6% |
| 1Y | -36.1% | +66.2% | -102.3% | -48.5% |
| 3Y | +950.7% | +297.3% | +653.4% | +438.6% |
| 5Y | +127.0% | +227.5% | -100.4% | +6.3% |
| All | +139.3% | +440.3% | -301.0% | +10.6% |
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