+239.5%
ZETA vs HBM
+280.2%
-40.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | -3.7% | -3.3% | -0.4% | -3.0% |
| 30D | +5.7% | -4.8% | +10.5% | +6.7% |
| 3M | +50.4% | -0.4% | +50.9% | +48.1% |
| 6M | +65.5% | +17.9% | +47.6% | +51.6% |
| YTD | +48.3% | +33.7% | +14.6% | +28.2% |
| 1Y | +45.4% | +95.6% | -50.2% | +10.0% |
| 3Y | +270.8% | +458.1% | -187.4% | +86.1% |
| 5Y | +336.1% | +329.0% | +7.1% | +137.9% |
| All | +239.5% | +280.2% | -40.7% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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