+20.6%
HYG vs ZETA
+237.6%
-217.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -0.1% | +10.5% | -10.5% | -0.5% |
| 3M | +0.7% | +44.3% | -43.6% | -0.9% |
| 6M | +1.5% | +59.4% | -57.9% | -0.6% |
| YTD | +1.9% | +49.5% | -47.5% | -0.2% |
| 1Y | +3.7% | +62.7% | -59.0% | +1.0% |
| 3Y | +26.5% | +274.6% | -248.2% | +15.2% |
| 5Y | +19.0% | +349.3% | -330.4% | +6.8% |
| All | +20.6% | +237.6% | -217.0% | +8.4% |
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 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