+268.8%
ZETA vs HTZ
-91.9%
+360.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -20.8% | +13.5% | -4.6% |
| 7D | -10.0% | -7.7% | -2.3% | -9.2% |
| 30D | -10.6% | -13.1% | +2.5% | -9.2% |
| 3M | +8.9% | +14.7% | -5.9% | +4.7% |
| 6M | +65.1% | -70.6% | +135.7% | +86.7% |
| YTD | +44.8% | -65.2% | +110.0% | +57.9% |
| 1Y | +47.8% | -73.2% | +121.0% | +66.9% |
| 3Y | +248.8% | -80.8% | +329.6% | +288.0% |
| 5Y | +220.3% | -94.8% | +315.1% | +389.1% |
| All | +268.8% | -91.9% | +360.7% | +432.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling