+243.8%
ZETA vs HUBB
+162.2%
+81.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.8% |
| 7D | -6.5% | -1.7% | -4.8% | -5.7% |
| 30D | +4.8% | -12.7% | +17.5% | +12.3% |
| 3M | +53.3% | -2.9% | +56.3% | +52.7% |
| 6M | +66.8% | -4.8% | +71.6% | +65.0% |
| YTD | +50.2% | +2.8% | +47.4% | +41.0% |
| 1Y | +62.0% | +3.5% | +58.5% | +52.1% |
| 3Y | +276.4% | +43.5% | +232.8% | +196.0% |
| 5Y | +341.6% | +154.2% | +187.4% | +127.9% |
| All | +243.8% | +162.2% | +81.6% | +70.1% |
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