+116.4%
HPE vs ZETA
+84.8%
+31.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.6% | -8.3% | -6.3% |
| 7D | -17.0% | -5.0% | -12.0% | -15.9% |
| 30D | -26.7% | -3.3% | -23.4% | -26.1% |
| 3M | -4.1% | +31.0% | -35.1% | -10.5% |
| 6M | +75.4% | +72.2% | +3.3% | +54.4% |
| YTD | +111.0% | +56.2% | +54.9% | +85.4% |
| 1Y | +116.4% | +90.3% | +26.1% | +80.8% |
| All | +116.4% | +84.8% | +31.7% | +80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling