+19.1%
HPQ vs ZETA
+306.8%
-287.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.3% | +1.9% |
| 7D | +3.2% | +18.1% | -14.9% | +0.7% |
| 30D | -3.6% | +13.6% | -17.2% | -5.4% |
| 3M | -5.3% | +23.7% | -29.0% | -8.4% |
| 6M | +41.1% | +128.5% | -87.4% | +25.1% |
| YTD | +36.9% | +80.1% | -43.2% | +24.0% |
| 1Y | +23.5% | +98.0% | -74.5% | +10.5% |
| 3Y | +19.6% | +348.6% | -329.0% | -10.5% |
| 5Y | +11.4% | +286.6% | -275.2% | -19.7% |
| All | +19.1% | +306.8% | -287.7% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling