+273.4%
HPE vs ZETA
+313.7%
-40.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | 0.0% |
| 7D | +13.6% | +26.5% | -12.9% | +9.5% |
| 30D | -27.1% | +10.3% | -37.4% | -28.2% |
| 3M | -14.5% | +30.5% | -45.0% | -18.0% |
| 6M | +66.9% | +129.4% | -62.4% | +46.8% |
| YTD | +111.3% | +83.1% | +28.2% | +89.9% |
| 1Y | +117.5% | +82.1% | +35.4% | +95.2% |
| 3Y | +238.1% | +352.3% | -114.2% | +160.2% |
| 5Y | +292.4% | +293.1% | -0.8% | +190.0% |
| All | +273.4% | +313.7% | -40.2% | +169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling