+114.4%
HPE vs ZETA
+81.4%
+33.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.1% | -3.3% |
| 7D | +7.9% | +18.1% | -10.2% | +2.9% |
| 30D | -23.5% | +13.6% | -37.1% | -26.1% |
| 3M | -19.1% | +23.7% | -42.8% | -23.7% |
| 6M | +51.4% | +128.5% | -77.1% | +23.4% |
| YTD | +103.4% | +80.1% | +23.3% | +69.9% |
| 1Y | +114.4% | +98.0% | +16.4% | +71.8% |
| All | +114.4% | +81.4% | +33.0% | +71.8% |
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