+344.5%
ZETA vs HUM
+6.5%
+337.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.4% |
| 7D | -3.7% | +2.1% | -5.8% | -3.9% |
| 30D | +5.7% | +5.4% | +0.3% | +5.2% |
| 3M | +50.4% | +11.4% | +39.0% | +49.0% |
| 6M | +65.5% | +141.5% | -76.0% | +52.7% |
| YTD | +48.3% | +61.2% | -12.9% | +41.6% |
| 1Y | +45.4% | +49.2% | -3.8% | +39.1% |
| 3Y | +270.8% | -9.0% | +279.8% | +264.3% |
| All | +344.5% | +6.5% | +337.9% | +295.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling