+294.9%
ZETA vs USHY
+19.5%
+275.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.3% |
| 7D | +18.1% | -0.4% | +18.5% | +19.9% |
| 30D | +13.6% | +0.6% | +13.0% | +11.4% |
| 3M | +23.7% | -2.0% | +25.7% | +33.2% |
| 6M | +128.5% | -0.5% | +129.0% | +134.2% |
| YTD | +80.1% | +0.6% | +79.5% | +78.8% |
| 1Y | +98.0% | +2.1% | +95.9% | +86.9% |
| 3Y | +348.6% | +25.3% | +323.3% | +137.8% |
| All | +294.9% | +19.5% | +275.4% | +218.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling