+312.3%
ZETA vs HSY
+15.0%
+297.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.6% |
| 7D | +18.1% | -2.1% | +20.3% | +17.8% |
| 30D | +13.6% | +6.1% | +7.5% | +14.5% |
| 3M | +23.7% | -5.6% | +29.4% | +23.3% |
| 6M | +128.5% | -9.5% | +138.0% | +125.9% |
| YTD | +80.1% | -2.1% | +82.2% | +79.9% |
| 1Y | +98.0% | +0.8% | +97.2% | +98.2% |
| 3Y | +348.6% | -2.1% | +350.7% | +347.1% |
| 5Y | +286.6% | +11.2% | +275.4% | +313.3% |
| All | +312.3% | +15.0% | +297.3% | +325.1% |
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