+269.4%
HPE vs ZETA
+272.3%
-2.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.3% |
| 7D | +13.6% | -0.1% | +13.7% | +13.6% |
| 30D | +7.7% | +10.5% | -2.7% | +5.4% |
| 3M | +22.4% | +44.3% | -21.9% | +13.2% |
| 6M | +172.6% | +59.4% | +113.2% | +146.9% |
| YTD | +147.5% | +49.5% | +98.0% | +124.9% |
| 1Y | +151.8% | +62.7% | +89.1% | +124.0% |
| All | +269.4% | +272.3% | -2.9% | +185.1% |
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