+288.4%
ZETA vs HTZ
-92.5%
+380.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -8.4% | +13.7% | +6.4% |
| 7D | -0.4% | -14.6% | +14.1% | +1.3% |
| 30D | -8.0% | -20.8% | +12.7% | -5.7% |
| 3M | +21.4% | -18.8% | +40.2% | +22.8% |
| 6M | +80.1% | -74.7% | +154.8% | +107.7% |
| YTD | +52.5% | -68.1% | +120.6% | +67.9% |
| 1Y | +58.5% | -73.5% | +132.0% | +78.9% |
| 3Y | +281.7% | -81.8% | +363.5% | +323.4% |
| 5Y | +237.3% | -95.2% | +332.5% | +420.2% |
| All | +288.4% | -92.5% | +380.9% | +466.2% |
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