+252.6%
ZETA vs HUBB
+167.0%
+85.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +2.7% | +0.5% | +2.1% | +2.3% |
| 30D | +15.8% | -10.0% | +25.8% | +22.3% |
| 3M | +35.4% | -4.8% | +40.2% | +36.5% |
| 6M | +67.1% | -5.6% | +72.7% | +66.3% |
| YTD | +54.1% | +4.7% | +49.4% | +43.4% |
| 1Y | +67.8% | +6.7% | +61.2% | +55.0% |
| 3Y | +311.4% | +45.8% | +265.7% | +220.3% |
| 5Y | +324.8% | +145.9% | +178.9% | +118.0% |
| All | +252.6% | +167.0% | +85.6% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling