+239.5%
ZETA vs HALO
+170.3%
+69.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.7% | -2.7% | -1.0% | -3.0% |
| 30D | +5.7% | +5.3% | +0.4% | +4.1% |
| 3M | +50.4% | +51.6% | -1.1% | +32.4% |
| 6M | +65.5% | +61.3% | +4.2% | +42.1% |
| YTD | +48.3% | +59.3% | -11.0% | +27.2% |
| 1Y | +45.4% | +38.3% | +7.1% | +30.0% |
| 3Y | +270.8% | +185.9% | +84.9% | +142.5% |
| 5Y | +336.1% | +159.9% | +176.2% | +168.2% |
| All | +239.5% | +170.3% | +69.2% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 10y: compounded portfolio wealth divided by compounded HALO 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…
10y analysis · Full analysis span regression · 6 months rolling