+349.3%
ZETA vs HIG
+117.6%
+231.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | -0.1% | -0.5% | +0.4% | +0.3% |
| 30D | +10.5% | -2.8% | +13.3% | +12.3% |
| 3M | +44.3% | +6.3% | +38.0% | +38.3% |
| 6M | +59.4% | -0.1% | +59.5% | +58.7% |
| YTD | +49.5% | +0.4% | +49.0% | +47.8% |
| 1Y | +62.7% | +6.2% | +56.4% | +54.0% |
| 3Y | +274.6% | +101.6% | +173.0% | +128.4% |
| 5Y | +349.3% | +119.8% | +229.5% | +134.3% |
| All | +349.3% | +117.6% | +231.7% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling