-23.9%
ZBRA vs ALHC
-28.9%
+5.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.8% | -0.6% | +2.4% | +1.8% |
| 30D | -1.7% | -1.0% | -0.7% | -1.7% |
| 3M | +47.8% | -10.2% | +57.9% | +46.8% |
| 6M | +56.7% | -28.3% | +85.0% | +59.0% |
| YTD | +49.4% | -31.4% | +80.8% | +52.0% |
| 1Y | +16.5% | -16.9% | +33.5% | +15.7% |
| 3Y | +31.5% | +135.5% | -104.0% | +6.0% |
| 5Y | -38.6% | -33.6% | -5.0% | -45.9% |
| All | -23.9% | -28.9% | +5.0% | -36.4% |
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 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