+25.2%
HPQ vs ZETA
+241.7%
-216.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.3% |
| 7D | -0.5% | -2.4% | +2.0% | -0.2% |
| 30D | +3.7% | +15.6% | -11.9% | +1.4% |
| 3M | +24.3% | +41.5% | -17.2% | +17.8% |
| 6M | +64.8% | +63.4% | +1.3% | +52.6% |
| YTD | +43.9% | +51.3% | -7.4% | +33.9% |
| 1Y | +11.7% | +65.8% | -54.2% | +2.2% |
| 3Y | +19.7% | +279.2% | -259.5% | -8.3% |
| 5Y | +32.2% | +341.8% | -309.5% | -4.0% |
| All | +25.2% | +241.7% | -216.5% | -6.8% |
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 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