+275.4%
ZETA vs HUM
-11.4%
+286.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -6.5% | -1.4% | -5.1% | -6.4% |
| 30D | +4.8% | +7.5% | -2.6% | +4.2% |
| 3M | +53.3% | +10.2% | +43.1% | +52.2% |
| 6M | +66.8% | +132.5% | -65.7% | +55.8% |
| YTD | +50.2% | +57.6% | -7.4% | +44.5% |
| 1Y | +62.0% | +48.6% | +13.4% | +55.8% |
| All | +275.4% | -11.4% | +286.8% | +294.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 3y: compounded portfolio wealth divided by compounded HUM 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…
3y analysis · Full analysis span regression · 6 months rolling