+249.0%
ZETA vs HAS
+53.1%
+195.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.6% |
| 7D | -0.4% | -0.2% | -0.3% | -0.3% |
| 30D | -8.0% | +31.0% | -39.1% | -20.0% |
| 3M | +21.4% | +30.7% | -9.3% | +5.6% |
| 6M | +80.1% | +23.9% | +56.2% | +59.1% |
| YTD | +52.5% | +48.3% | +4.2% | +21.3% |
| 1Y | +58.5% | +60.2% | -1.7% | +20.9% |
| 3Y | +281.7% | +189.2% | +92.5% | +112.1% |
| 5Y | +237.3% | +50.4% | +186.9% | +179.9% |
| All | +249.0% | +53.1% | +195.9% | +181.5% |
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