-72.8%
Z vs ALHC
-28.9%
-43.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.0% | -0.6% | -2.4% | -2.9% |
| 30D | -4.2% | -1.0% | -3.2% | -4.2% |
| 3M | -3.7% | -10.2% | +6.4% | -4.0% |
| 6M | -24.5% | -28.3% | +3.8% | -22.6% |
| YTD | -49.3% | -31.4% | -17.9% | -47.7% |
| 1Y | -58.7% | -16.9% | -41.7% | -58.9% |
| 3Y | -34.1% | +135.5% | -169.6% | -52.6% |
| 5Y | -64.5% | -33.6% | -30.9% | -69.9% |
| All | -72.8% | -28.9% | -43.9% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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