+341.6%
ZETA vs HALO
+157.2%
+184.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -6.5% | -3.4% | -3.1% | -5.6% |
| 30D | +4.8% | +4.3% | +0.6% | +3.5% |
| 3M | +53.3% | +51.8% | +1.6% | +34.9% |
| 6M | +66.8% | +57.8% | +9.0% | +44.2% |
| YTD | +50.2% | +59.0% | -8.8% | +28.8% |
| 1Y | +62.0% | +41.2% | +20.9% | +44.0% |
| 3Y | +276.4% | +177.8% | +98.5% | +148.1% |
| 5Y | +341.6% | +159.5% | +182.2% | +168.5% |
| All | +341.6% | +157.2% | +184.4% | +168.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling