-27.9%
ZBRA vs ALHC
-33.0%
+5.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | 0.0% |
| 7D | -3.8% | -5.8% | +2.0% | -3.2% |
| 30D | -10.2% | -3.3% | -6.9% | -9.9% |
| 3M | +58.7% | -37.9% | +96.6% | +65.0% |
| 6M | +61.9% | -29.5% | +91.4% | +64.3% |
| YTD | +41.7% | -35.4% | +77.1% | +44.9% |
| 1Y | +12.4% | -22.4% | +34.8% | +12.3% |
| 3Y | +34.2% | +146.3% | -112.1% | +6.9% |
| 5Y | -40.8% | -32.0% | -8.8% | -47.8% |
| All | -27.9% | -33.0% | +5.1% | -39.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling