+243.8%
ZETA vs JHX
-16.0%
+259.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.3% |
| 7D | -6.5% | -4.9% | -1.6% | -5.0% |
| 30D | +4.8% | -9.3% | +14.1% | +8.2% |
| 3M | +53.3% | +28.1% | +25.3% | +40.1% |
| 6M | +66.8% | +35.2% | +31.6% | +48.0% |
| YTD | +50.2% | +35.9% | +14.3% | +32.9% |
| 1Y | +62.0% | +42.5% | +19.5% | +39.9% |
| 3Y | +276.4% | -4.5% | +280.8% | +223.8% |
| 5Y | +341.6% | -27.1% | +368.7% | +330.5% |
| All | +243.8% | -16.0% | +259.8% | +231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling