+25.1%
HPQ vs ZETA
+272.3%
-247.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.1% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +9.7% | +10.5% | -0.7% | +8.0% |
| 3M | +32.7% | +44.3% | -11.6% | +25.2% |
| 6M | +77.7% | +59.4% | +18.3% | +64.9% |
| YTD | +51.0% | +49.5% | +1.5% | +40.6% |
| 1Y | +18.4% | +62.7% | -44.3% | +8.6% |
| All | +25.1% | +272.3% | -247.2% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling