+344.5%
ZETA vs BHP
+110.7%
+233.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.7% | -3.6% | -0.1% | -2.1% |
| 30D | +5.7% | -1.2% | +6.9% | +5.8% |
| 3M | +50.4% | +1.2% | +49.3% | +48.2% |
| 6M | +65.5% | +21.4% | +44.1% | +46.5% |
| YTD | +48.3% | +50.4% | -2.1% | +15.1% |
| 1Y | +45.4% | +67.5% | -22.1% | +6.5% |
| 3Y | +270.8% | +72.8% | +197.9% | +160.9% |
| All | +344.5% | +110.7% | +233.8% | +176.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling