+243.8%
ZETA vs HSY
+15.0%
+228.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.6% |
| 7D | -6.5% | -0.4% | -6.1% | -6.5% |
| 30D | +4.8% | -3.4% | +8.3% | +4.5% |
| 3M | +53.3% | -0.5% | +53.8% | +53.3% |
| 6M | +66.8% | -19.1% | +86.0% | +63.0% |
| YTD | +50.2% | -2.1% | +52.2% | +49.7% |
| 1Y | +62.0% | -3.2% | +65.3% | +61.1% |
| 3Y | +276.4% | -8.8% | +285.2% | +269.8% |
| 5Y | +341.6% | +13.0% | +328.7% | +361.3% |
| All | +243.8% | +15.0% | +228.7% | +253.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HSY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling