+312.3%
ZETA vs HUBB
+153.3%
+159.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.5% |
| 7D | +18.1% | +1.8% | +16.4% | +17.1% |
| 30D | +13.6% | -7.7% | +21.3% | +18.2% |
| 3M | +23.7% | -13.6% | +37.3% | +32.7% |
| 6M | +128.5% | -9.1% | +137.6% | +134.1% |
| YTD | +80.1% | -0.7% | +80.8% | +71.5% |
| 1Y | +98.0% | +1.1% | +96.9% | +86.7% |
| 3Y | +348.6% | +56.2% | +292.4% | +238.5% |
| 5Y | +286.6% | +126.6% | +160.0% | +108.8% |
| All | +312.3% | +153.3% | +159.0% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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