+312.3%
ZETA vs HST
+82.5%
+229.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +18.1% | +3.6% | +14.5% | +15.3% |
| 30D | +13.6% | +11.2% | +2.4% | +5.6% |
| 3M | +23.7% | +13.1% | +10.6% | +13.4% |
| 6M | +128.5% | +23.9% | +104.6% | +95.2% |
| YTD | +80.1% | +52.3% | +27.8% | +32.8% |
| 1Y | +98.0% | +56.7% | +41.3% | +42.7% |
| 3Y | +348.6% | +87.5% | +261.1% | +179.1% |
| 5Y | +286.6% | +82.8% | +203.8% | +140.7% |
| All | +312.3% | +82.5% | +229.8% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling