+252.6%
ZETA vs HAS
+19.1%
+233.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | +2.7% | -1.8% | +4.5% | +3.6% |
| 30D | +15.8% | +2.3% | +13.5% | +14.4% |
| 3M | +35.4% | +10.4% | +25.1% | +27.7% |
| 6M | +67.1% | -3.2% | +70.3% | +67.2% |
| YTD | +54.1% | +15.4% | +38.6% | +39.6% |
| 1Y | +67.8% | +18.8% | +49.0% | +50.0% |
| 3Y | +311.4% | +43.9% | +267.5% | +225.6% |
| 5Y | +324.8% | +13.9% | +310.9% | +301.1% |
| All | +252.6% | +19.1% | +233.5% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling