+286.1%
HPE vs ZETA
+247.9%
+38.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -3.9% |
| 7D | -0.6% | +2.7% | -3.2% | -1.0% |
| 30D | -2.3% | +15.8% | -18.1% | -4.6% |
| 3M | -2.9% | +35.4% | -38.3% | -7.7% |
| 6M | +143.6% | +67.1% | +76.5% | +123.7% |
| YTD | +118.5% | +54.1% | +64.5% | +101.8% |
| 1Y | +129.2% | +67.8% | +61.4% | +108.1% |
| 3Y | +212.5% | +311.4% | -98.9% | +144.9% |
| 5Y | +286.9% | +324.8% | -37.9% | +188.0% |
| All | +286.1% | +247.9% | +38.2% | +186.3% |
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