+252.6%
ZETA vs HRB
+128.6%
+124.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -2.8% |
| 7D | +2.7% | -5.7% | +8.3% | +4.6% |
| 30D | +15.8% | +7.9% | +7.9% | +12.1% |
| 3M | +35.4% | +32.1% | +3.3% | +22.3% |
| 6M | +67.1% | +62.2% | +4.9% | +40.5% |
| YTD | +54.1% | +16.4% | +37.7% | +43.3% |
| 1Y | +67.8% | -0.3% | +68.1% | +62.6% |
| 3Y | +311.4% | +36.0% | +275.4% | +264.1% |
| 5Y | +324.8% | +125.2% | +199.6% | +252.2% |
| All | +252.6% | +128.6% | +124.0% | +191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling