+62.0%
ZETA vs HRB
-8.2%
+70.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.7% |
| 7D | -6.5% | -12.2% | +5.7% | -1.7% |
| 30D | +4.8% | -3.0% | +7.8% | +4.8% |
| 3M | +53.3% | +21.7% | +31.6% | +38.0% |
| 6M | +66.8% | +52.3% | +14.5% | +37.1% |
| YTD | +50.2% | +6.5% | +43.7% | +44.2% |
| 1Y | +62.0% | -6.7% | +68.7% | +58.4% |
| All | +62.0% | -8.2% | +70.3% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling