+281.7%
ZETA vs HST
+77.0%
+204.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | -0.4% | -2.7% | +2.2% | +1.6% |
| 30D | -8.0% | +10.7% | -18.7% | -14.2% |
| 3M | +21.4% | +6.3% | +15.1% | +16.1% |
| 6M | +80.1% | +19.0% | +61.1% | +58.1% |
| YTD | +52.5% | +47.0% | +5.5% | +14.7% |
| 1Y | +58.5% | +53.4% | +5.0% | +15.4% |
| 3Y | +281.7% | +78.0% | +203.7% | +135.9% |
| All | +281.7% | +77.0% | +204.6% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling