+242.2%
ZETA vs HUM
-0.4%
+242.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.1% | -0.2% | +0.2% | 0.0% |
| 30D | +10.5% | +3.7% | +6.7% | +10.1% |
| 3M | +44.3% | +10.4% | +33.9% | +43.1% |
| 6M | +59.4% | +125.7% | -66.3% | +48.4% |
| YTD | +49.5% | +57.3% | -7.9% | +43.3% |
| 1Y | +62.7% | +48.6% | +14.0% | +55.9% |
| 3Y | +274.6% | -11.3% | +285.9% | +268.1% |
| 5Y | +349.3% | +0.8% | +348.5% | +309.8% |
| All | +242.2% | -0.4% | +242.6% | +208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling