+237.2%
HPE vs ZETA
+356.2%
-118.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.1% |
| 7D | +13.6% | +26.5% | -12.9% | +8.4% |
| 30D | -27.1% | +10.3% | -37.4% | -28.5% |
| 3M | -14.5% | +30.5% | -45.0% | -18.9% |
| 6M | +66.9% | +129.4% | -62.4% | +42.0% |
| YTD | +111.3% | +83.1% | +28.2% | +84.6% |
| 1Y | +117.5% | +82.1% | +35.4% | +89.6% |
| All | +237.2% | +356.2% | -118.9% | +159.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling