+90.3%
ZETA vs BHP
+53.4%
+36.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.8% |
| 7D | -5.0% | -2.5% | -2.5% | -4.2% |
| 30D | -3.3% | -7.7% | +4.4% | -0.9% |
| 3M | +31.0% | -6.4% | +37.4% | +32.8% |
| 6M | +72.2% | +5.2% | +67.0% | +64.7% |
| YTD | +56.2% | +38.3% | +17.9% | +14.2% |
| 1Y | +90.3% | +53.4% | +36.9% | +12.3% |
| All | +90.3% | +53.4% | +36.9% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling