+246.3%
ZETA vs THC
+278.1%
-31.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.1% |
| 7D | -2.4% | -2.6% | +0.1% | -1.7% |
| 30D | +15.6% | -1.2% | +16.7% | +15.9% |
| 3M | +41.5% | +58.9% | -17.4% | +22.7% |
| 6M | +63.4% | +9.3% | +54.1% | +57.9% |
| YTD | +51.3% | +30.4% | +20.9% | +37.0% |
| 1Y | +65.8% | +34.6% | +31.2% | +47.7% |
| 3Y | +279.2% | +246.7% | +32.5% | +137.9% |
| 5Y | +341.8% | +244.5% | +97.2% | +179.7% |
| All | +246.3% | +278.1% | -31.7% | +116.7% |
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