+356.2%
ZETA vs HIG
+95.3%
+260.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +26.5% | -0.1% | +26.6% | +26.5% |
| 30D | +10.3% | +4.4% | +5.9% | +7.6% |
| 3M | +30.5% | 0.0% | +30.5% | +30.2% |
| 6M | +129.4% | +3.8% | +125.6% | +123.3% |
| YTD | +83.1% | +0.7% | +82.5% | +81.0% |
| 1Y | +82.1% | +5.0% | +77.0% | +74.4% |
| All | +356.2% | +95.3% | +260.9% | +224.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling