+31.6%
HPQ vs ZETA
+60.9%
-29.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.2% | +9.6% | +8.7% |
| 7D | +9.8% | -3.7% | +13.5% | +10.7% |
| 30D | +22.4% | +5.7% | +16.6% | +20.4% |
| 3M | +45.2% | +50.4% | -5.3% | +30.1% |
| 6M | +96.4% | +65.5% | +31.0% | +72.3% |
| YTD | +65.4% | +48.3% | +17.1% | +47.8% |
| 1Y | +31.6% | +45.4% | -13.8% | +17.8% |
| All | +31.6% | +60.9% | -29.3% | +17.8% |
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