+243.8%
ZETA vs BHP
+85.1%
+158.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +3.0% |
| 7D | -6.5% | -3.7% | -2.8% | -4.9% |
| 30D | +4.8% | -0.8% | +5.7% | +4.8% |
| 3M | +53.3% | +7.6% | +45.7% | +46.6% |
| 6M | +66.8% | +20.8% | +46.0% | +49.4% |
| YTD | +50.2% | +50.8% | -0.6% | +18.8% |
| 1Y | +62.0% | +70.9% | -8.9% | +20.6% |
| 3Y | +276.4% | +78.0% | +198.3% | +169.2% |
| 5Y | +341.6% | +113.1% | +228.5% | +183.0% |
| All | +243.8% | +85.1% | +158.6% | +108.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling