+25.6%
HYG vs ZETA
+269.4%
-243.8%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.7% | -3.7% | +3.0% | -0.6% |
| 30D | -0.7% | +5.7% | -6.4% | -0.9% |
| 3M | -0.2% | +50.4% | -50.6% | -1.4% |
| 6M | +1.4% | +65.5% | -64.0% | -0.3% |
| YTD | +1.5% | +48.3% | -46.9% | -0.1% |
| 1Y | +2.9% | +45.4% | -42.5% | +1.2% |
| 3Y | +25.6% | +270.8% | -245.1% | +13.4% |
| All | +25.6% | +269.4% | -243.8% | +13.4% |
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