+340.8%
HPE vs ZETA
+352.7%
-11.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.7% | -6.3% |
| 7D | +1.4% | -6.5% | +7.9% | +2.5% |
| 30D | +1.5% | +4.8% | -3.3% | +0.6% |
| 3M | +21.7% | +53.3% | -31.6% | +13.2% |
| 6M | +164.2% | +66.8% | +97.4% | +142.1% |
| YTD | +132.1% | +50.2% | +81.9% | +114.6% |
| 1Y | +130.6% | +62.0% | +68.6% | +109.8% |
| 3Y | +244.1% | +276.4% | -32.2% | +169.8% |
| 5Y | +340.8% | +341.6% | -0.8% | +223.4% |
| All | +340.8% | +352.7% | -11.9% | +223.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling