+319.2%
ZETA vs HSY
+14.3%
+304.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -1.5% |
| 7D | +26.5% | -2.3% | +28.8% | +26.1% |
| 30D | +10.3% | +6.3% | +4.0% | +11.2% |
| 3M | +30.5% | -5.2% | +35.7% | +30.1% |
| 6M | +129.4% | -8.3% | +137.6% | +127.1% |
| YTD | +83.1% | -2.7% | +85.8% | +82.8% |
| 1Y | +82.1% | +0.1% | +81.9% | +82.1% |
| 3Y | +352.3% | -1.0% | +353.4% | +351.9% |
| 5Y | +293.1% | +10.6% | +282.5% | +320.0% |
| All | +319.2% | +14.3% | +304.9% | +331.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling