-33.4%
ZBRA vs ALHC
-60.6%
+27.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.5% | -2.7% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | -17.8% | -9.6% | -8.1% | -17.1% |
| 3M | -16.0% | -44.5% | +28.5% | -11.8% |
| 6M | +31.4% | -59.2% | +90.6% | +40.0% |
| YTD | +30.9% | -62.0% | +92.9% | +39.8% |
| 1Y | +24.3% | -54.8% | +79.1% | +29.9% |
| 3Y | +54.2% | +25.0% | +29.2% | +32.3% |
| 5Y | -46.3% | -65.3% | +19.0% | -50.2% |
| All | -33.4% | -60.6% | +27.3% | -41.5% |
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