+358.7%
ZETA vs HTZ
-93.2%
+451.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.3% |
| 7D | +18.1% | -8.5% | +26.6% | +19.3% |
| 30D | +13.6% | -18.9% | +32.5% | +16.0% |
| 3M | +23.7% | -36.0% | +59.8% | +29.8% |
| 6M | +128.5% | -74.6% | +203.1% | +162.8% |
| YTD | +80.1% | -70.8% | +150.9% | +100.3% |
| 1Y | +98.0% | -75.3% | +173.3% | +125.2% |
| 3Y | +348.6% | -81.6% | +430.2% | +384.1% |
| 5Y | +286.6% | -94.4% | +381.0% | +490.4% |
| All | +358.7% | -93.2% | +451.9% | +575.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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