-36.8%
ZBH vs ALHC
-31.6%
-5.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.6% |
| 7D | -4.9% | -4.1% | -0.8% | -4.7% |
| 30D | -3.2% | -5.4% | +2.2% | -2.9% |
| 3M | +5.8% | -32.1% | +38.0% | +7.8% |
| 6M | +2.0% | -28.5% | +30.5% | +3.0% |
| YTD | +5.8% | -34.0% | +39.8% | +7.3% |
| 1Y | -7.9% | -20.9% | +13.0% | -7.8% |
| 3Y | -19.4% | +151.5% | -170.9% | -28.0% |
| 5Y | -29.5% | -28.8% | -0.7% | -33.7% |
| All | -36.8% | -31.6% | -5.2% | -39.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling