+67.8%
ZETA vs JHX
+56.2%
+11.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.6% | -4.7% |
| 7D | +2.7% | +1.5% | +1.1% | +2.2% |
| 30D | +15.8% | +7.2% | +8.7% | +13.8% |
| 3M | +35.4% | +29.9% | +5.5% | +26.7% |
| 6M | +67.1% | +35.4% | +31.7% | +52.2% |
| YTD | +54.1% | +46.5% | +7.6% | +39.6% |
| 1Y | +67.8% | +55.5% | +12.3% | +50.0% |
| All | +67.8% | +56.2% | +11.6% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling