+347.2%
ZETA vs THC
+250.3%
+96.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | +2.7% | -0.7% | +3.3% | +2.9% |
| 30D | +15.8% | +1.3% | +14.5% | +15.3% |
| 3M | +35.4% | +64.2% | -28.8% | +15.9% |
| 6M | +67.1% | +8.3% | +58.8% | +61.9% |
| YTD | +54.1% | +33.4% | +20.7% | +38.3% |
| 1Y | +67.8% | +37.7% | +30.2% | +48.1% |
| 3Y | +311.4% | +236.8% | +74.6% | +156.9% |
| All | +347.2% | +250.3% | +96.9% | +175.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling