+366.5%
ZETA vs HTZ
-93.0%
+459.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.1% | +4.9% | -0.5% |
| 7D | +26.5% | -14.0% | +40.4% | +28.6% |
| 30D | +10.3% | -19.8% | +30.1% | +12.8% |
| 3M | +30.5% | -45.0% | +75.5% | +39.1% |
| 6M | +129.4% | -73.2% | +202.6% | +161.9% |
| YTD | +83.1% | -70.0% | +153.2% | +103.0% |
| 1Y | +82.1% | -75.7% | +157.8% | +107.8% |
| 3Y | +352.3% | -82.1% | +434.4% | +395.9% |
| 5Y | +293.1% | -94.3% | +387.4% | +498.3% |
| All | +366.5% | -93.0% | +459.5% | +584.6% |
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