+264.7%
ZETA vs THC
+321.8%
-57.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.5% | +3.9% |
| 7D | +6.2% | +7.5% | -1.3% | +4.0% |
| 30D | -2.0% | +9.6% | -11.6% | -4.6% |
| 3M | +21.7% | +10.3% | +11.4% | +18.0% |
| 6M | +89.1% | +51.8% | +37.3% | +65.6% |
| YTD | +59.3% | +45.4% | +13.9% | +39.5% |
| 1Y | +66.2% | +40.8% | +25.4% | +46.7% |
| 3Y | +297.3% | +448.8% | -151.5% | +115.8% |
| 5Y | +227.5% | +263.4% | -35.9% | +96.1% |
| All | +264.7% | +321.8% | -57.1% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling