-27.7%
ZBRA vs ALHC
-31.6%
+3.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.9% |
| 7D | -1.8% | -4.1% | +2.3% | -1.4% |
| 30D | -8.8% | -5.4% | -3.4% | -8.3% |
| 3M | +47.2% | -32.1% | +79.4% | +51.5% |
| 6M | +61.3% | -28.5% | +89.8% | +63.5% |
| YTD | +42.0% | -34.0% | +76.0% | +45.0% |
| 1Y | +10.5% | -20.9% | +31.4% | +10.2% |
| 3Y | +34.5% | +151.5% | -117.0% | +7.0% |
| 5Y | -40.3% | -28.8% | -11.4% | -47.6% |
| All | -27.7% | -31.6% | +3.9% | -39.3% |
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 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