+62.0%
ZETA vs BHP
+71.4%
-9.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +2.6% |
| 7D | -6.5% | -3.7% | -2.8% | -5.2% |
| 30D | +4.8% | -0.8% | +5.7% | +4.6% |
| 3M | +53.3% | +7.6% | +45.7% | +47.0% |
| 6M | +66.8% | +20.8% | +46.0% | +48.6% |
| YTD | +50.2% | +50.8% | -0.6% | +7.3% |
| 1Y | +62.0% | +70.9% | -8.9% | +3.5% |
| All | +62.0% | +71.4% | -9.4% | +3.5% |
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 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