+239.5%
ZETA vs USHY
+23.1%
+216.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | -3.7% | -0.7% | -3.0% | -1.4% |
| 30D | +5.7% | -0.7% | +6.4% | +8.3% |
| 3M | +50.4% | +0.1% | +50.4% | +50.5% |
| 6M | +65.5% | +1.8% | +63.7% | +57.0% |
| YTD | +48.3% | +1.8% | +46.5% | +41.2% |
| 1Y | +45.4% | +3.3% | +42.1% | +32.4% |
| 3Y | +270.8% | +27.0% | +243.8% | +89.6% |
| 5Y | +336.1% | +21.0% | +315.1% | +207.2% |
| All | +239.5% | +23.1% | +216.4% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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