+252.6%
ZETA vs HST
+56.4%
+196.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.3% | -4.3% |
| 7D | +2.7% | -1.0% | +3.7% | +3.2% |
| 30D | +15.8% | -12.3% | +28.1% | +26.5% |
| 3M | +35.4% | -6.4% | +41.8% | +41.1% |
| 6M | +67.1% | +15.0% | +52.1% | +49.5% |
| YTD | +54.1% | +30.5% | +23.5% | +26.4% |
| 1Y | +67.8% | +35.7% | +32.2% | +33.4% |
| 3Y | +311.4% | +68.4% | +243.0% | +174.5% |
| 5Y | +324.8% | +73.1% | +251.7% | +187.3% |
| All | +252.6% | +56.4% | +196.3% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling