+252.6%
ZETA vs BHP
+91.6%
+161.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -3.9% |
| 7D | +2.7% | -2.9% | +5.5% | +4.1% |
| 30D | +15.8% | +3.4% | +12.4% | +13.7% |
| 3M | +35.4% | +4.1% | +31.4% | +31.9% |
| 6M | +67.1% | +20.6% | +46.5% | +50.0% |
| YTD | +54.1% | +56.1% | -2.0% | +20.0% |
| 1Y | +67.8% | +69.6% | -1.8% | +25.6% |
| 3Y | +311.4% | +78.8% | +232.6% | +193.9% |
| 5Y | +324.8% | +113.1% | +211.7% | +166.9% |
| All | +252.6% | +91.6% | +161.0% | +110.7% |
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