+123.6%
HOOD vs ZETA
+510.8%
-387.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.7% |
| 7D | -3.8% | +18.1% | -21.9% | -9.9% |
| 30D | -23.0% | +13.6% | -36.5% | -26.6% |
| 3M | -21.6% | +23.7% | -45.4% | -27.8% |
| 6M | +1.4% | +128.5% | -127.0% | -27.2% |
| YTD | -31.2% | +80.1% | -111.3% | -46.3% |
| 1Y | -35.9% | +98.0% | -133.9% | -51.8% |
| 3Y | +836.9% | +348.6% | +488.4% | +357.4% |
| 5Y | +121.1% | +286.6% | -165.5% | -1.8% |
| All | +123.6% | +510.8% | -387.2% | -1.6% |
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