+348.6%
ZETA vs HST
+87.2%
+261.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.7% |
| 3M | +23.7% | +13.1% | +10.6% | +13.5% |
| 6M | +128.5% | +23.9% | +104.6% | +94.9% |
| YTD | +80.1% | +52.3% | +27.8% | +32.0% |
| 1Y | +98.0% | +56.7% | +41.3% | +41.6% |
| 3Y | +348.6% | +87.5% | +261.1% | +152.4% |
| All | +348.6% | +87.2% | +261.4% | +152.4% |
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