+294.8%
HUT vs ZETA
+241.7%
+53.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.1% | +7.1% |
| 7D | +28.3% | -2.4% | +30.7% | +29.3% |
| 30D | +12.3% | +15.6% | -3.3% | +4.6% |
| 3M | -16.8% | +41.5% | -58.3% | -31.0% |
| 6M | +111.4% | +63.4% | +47.9% | +60.6% |
| YTD | +116.6% | +51.3% | +65.3% | +68.6% |
| 1Y | +290.5% | +65.8% | +224.7% | +188.6% |
| 3Y | +792.3% | +279.2% | +513.1% | +241.8% |
| 5Y | +94.1% | +341.8% | -247.6% | -39.9% |
| All | +294.8% | +241.7% | +53.1% | +75.9% |
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