+264.7%
ZETA vs HAS
+55.7%
+209.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.6% |
| 7D | +6.2% | +2.2% | +4.1% | +5.2% |
| 30D | -2.0% | +29.6% | -31.6% | -14.2% |
| 3M | +21.7% | +30.3% | -8.6% | +6.0% |
| 6M | +89.1% | +25.6% | +63.5% | +66.0% |
| YTD | +59.3% | +50.8% | +8.5% | +25.7% |
| 1Y | +66.2% | +63.0% | +3.2% | +25.7% |
| 3Y | +297.3% | +211.6% | +85.7% | +112.8% |
| 5Y | +227.5% | +50.4% | +177.1% | +169.5% |
| All | +264.7% | +55.7% | +209.0% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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