+305.8%
ZETA vs HTZ
-92.6%
+398.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.6% |
| 7D | +6.2% | -16.4% | +22.6% | +8.4% |
| 30D | -2.0% | -15.1% | +13.1% | -0.4% |
| 3M | +21.7% | -28.2% | +49.9% | +25.1% |
| 6M | +89.1% | -73.1% | +162.2% | +116.2% |
| YTD | +59.3% | -68.3% | +127.6% | +75.6% |
| 1Y | +66.2% | -75.2% | +141.4% | +89.4% |
| 3Y | +297.3% | -81.1% | +378.4% | +334.1% |
| 5Y | +227.5% | -95.0% | +322.5% | +402.9% |
| All | +305.8% | -92.6% | +398.3% | +492.0% |
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