+252.6%
ZETA vs THC
+286.8%
-34.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.3% |
| 6M | +67.1% | +8.3% | +58.8% | +62.0% |
| YTD | +54.1% | +33.4% | +20.7% | +38.6% |
| 1Y | +67.8% | +37.7% | +30.2% | +48.6% |
| 3Y | +311.4% | +236.8% | +74.6% | +160.7% |
| 5Y | +324.8% | +249.3% | +75.5% | +167.4% |
| All | +252.6% | +286.8% | -34.2% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling