+125.3%
HUT vs ZETA
+289.2%
-164.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.2% | -8.6% | -3.8% |
| 7D | -10.9% | +13.2% | -24.2% | -15.6% |
| 30D | -32.6% | +6.0% | -38.6% | -34.0% |
| 3M | -33.7% | +27.3% | -61.1% | -40.8% |
| 6M | -42.3% | +104.6% | -147.0% | -59.9% |
| YTD | +23.6% | +72.3% | -48.8% | -9.0% |
| 1Y | +20.4% | +76.3% | -56.0% | -12.2% |
| 3Y | +423.2% | +325.6% | +97.6% | +93.4% |
| 5Y | -19.4% | +254.2% | -273.7% | -72.9% |
| All | +125.3% | +289.2% | -164.0% | -5.1% |
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