+278.3%
ZETA vs BHP
+81.1%
+197.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.7% |
| 7D | -2.4% | +1.3% | -3.7% | -3.1% |
| 30D | +15.6% | +4.0% | +11.6% | +12.9% |
| 3M | +41.5% | +12.3% | +29.2% | +32.1% |
| 6M | +63.4% | +30.8% | +32.6% | +38.7% |
| YTD | +51.3% | +58.8% | -7.5% | +12.3% |
| 1Y | +65.8% | +76.8% | -11.0% | +15.4% |
| All | +278.3% | +81.1% | +197.2% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling