+312.3%
ZETA vs BHP
+68.5%
+243.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.1% |
| 7D | +18.1% | -0.5% | +18.6% | +18.4% |
| 30D | +13.6% | -4.5% | +18.1% | +15.9% |
| 3M | +23.7% | -6.9% | +30.6% | +27.0% |
| 6M | +128.5% | -10.6% | +139.0% | +137.9% |
| YTD | +80.1% | +37.2% | +42.9% | +48.4% |
| 1Y | +98.0% | +48.0% | +50.0% | +56.9% |
| 3Y | +348.6% | +52.6% | +296.0% | +243.9% |
| 5Y | +286.6% | +116.5% | +170.1% | +160.8% |
| All | +312.3% | +68.5% | +243.8% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling