+243.8%
ZETA vs HIG
+127.6%
+116.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -6.5% | -2.3% | -4.2% | -5.1% |
| 30D | +4.8% | -1.2% | +6.0% | +5.5% |
| 3M | +53.3% | +6.3% | +47.0% | +47.2% |
| 6M | +66.8% | +0.6% | +66.2% | +65.3% |
| YTD | +50.2% | +0.6% | +49.6% | +48.4% |
| 1Y | +62.0% | +6.1% | +55.9% | +53.8% |
| 3Y | +276.4% | +102.0% | +174.4% | +133.7% |
| 5Y | +341.6% | +119.2% | +222.4% | +152.0% |
| All | +243.8% | +127.6% | +116.2% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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