+21.3%
HPQ vs ZETA
+84.8%
-63.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.6% | +3.3% | +5.3% |
| 7D | -7.8% | -5.0% | -2.8% | -6.7% |
| 30D | -4.9% | -3.3% | -1.5% | -4.2% |
| 3M | +4.9% | +31.0% | -26.1% | -2.0% |
| 6M | +47.1% | +72.2% | -25.1% | +29.8% |
| YTD | +39.5% | +56.2% | -16.6% | +24.3% |
| 1Y | +21.3% | +90.3% | -69.0% | +2.7% |
| All | +21.3% | +84.8% | -63.5% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling