-30.0%
ZBH vs ALHC
-60.6%
+30.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.5% |
| 7D | -2.1% | -0.8% | -1.3% | -2.1% |
| 30D | +13.6% | -9.6% | +23.2% | +14.2% |
| 3M | +7.1% | -44.5% | +51.6% | +10.4% |
| 6M | +26.1% | -59.2% | +85.3% | +31.4% |
| YTD | +17.2% | -62.0% | +79.2% | +22.3% |
| 1Y | +17.4% | -54.8% | +72.2% | +21.1% |
| 3Y | +2.0% | +25.0% | -23.0% | -4.5% |
| 5Y | -15.0% | -65.3% | +50.4% | -17.5% |
| All | -30.0% | -60.6% | +30.6% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling