+341.6%
ZETA vs HRB
+109.9%
+231.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | -6.5% | -12.2% | +5.7% | -2.5% |
| 30D | +4.8% | -3.0% | +7.8% | +4.9% |
| 3M | +53.3% | +21.7% | +31.6% | +42.2% |
| 6M | +66.8% | +52.3% | +14.5% | +43.1% |
| YTD | +50.2% | +6.5% | +43.7% | +43.6% |
| 1Y | +62.0% | -6.7% | +68.7% | +60.4% |
| 3Y | +276.4% | +25.1% | +251.2% | +242.9% |
| 5Y | +341.6% | +113.8% | +227.8% | +292.2% |
| All | +341.6% | +109.9% | +231.7% | +292.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling