+246.3%
ZETA vs HST
+56.5%
+189.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -2.4% | +2.0% | -4.4% | -3.9% |
| 30D | +15.6% | -5.2% | +20.8% | +19.5% |
| 3M | +41.5% | -6.2% | +47.7% | +47.3% |
| 6M | +63.4% | +20.4% | +43.0% | +41.5% |
| YTD | +51.3% | +30.6% | +20.7% | +24.0% |
| 1Y | +65.8% | +37.4% | +28.4% | +30.6% |
| 3Y | +279.2% | +66.1% | +213.1% | +155.4% |
| 5Y | +341.8% | +73.7% | +268.0% | +198.4% |
| All | +246.3% | +56.5% | +189.8% | +138.5% |
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