-100.0%
ZCMD vs ALHC
-31.6%
-68.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +4.2% |
| 7D | -4.1% | -4.1% | 0.0% | -3.9% |
| 30D | -22.7% | -5.4% | -17.3% | -22.5% |
| 3M | -62.5% | -32.1% | -30.4% | -61.8% |
| 6M | -99.5% | -28.5% | -71.0% | -99.4% |
| YTD | -99.7% | -34.0% | -65.7% | -99.7% |
| 1Y | -99.9% | -20.9% | -79.0% | -99.9% |
| 3Y | -100.0% | +151.5% | -251.5% | -100.0% |
| 5Y | -100.0% | -28.8% | -71.2% | -100.0% |
| All | -100.0% | -31.6% | -68.4% | -100.0% |
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