-54.1%
Z vs ALHC
-62.4%
+8.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -7.1% | -3.5% | -9.6% |
| 7D | -2.3% | -6.2% | +3.9% | -1.4% |
| 30D | +9.4% | -9.7% | +19.0% | +10.6% |
| 3M | -16.1% | -44.7% | +28.6% | -9.7% |
| 6M | -30.4% | -58.7% | +28.3% | -23.3% |
| YTD | -55.6% | -61.7% | +6.1% | -50.8% |
| 1Y | -58.5% | -55.7% | -2.8% | -55.2% |
| 3Y | -19.6% | +25.6% | -45.2% | -36.1% |
| 5Y | -54.1% | -65.8% | +11.7% | -63.8% |
| All | -54.1% | -62.4% | +8.3% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling