-100.0%
ZCMD vs ALHC
-60.6%
-39.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.1% | -4.5% |
| 7D | -2.9% | -0.8% | -2.1% | -2.9% |
| 30D | -28.5% | -9.6% | -18.8% | -28.1% |
| 3M | -56.5% | -44.5% | -12.0% | -55.2% |
| 6M | -99.7% | -59.2% | -40.5% | -99.6% |
| YTD | -99.9% | -62.0% | -37.8% | -99.9% |
| 1Y | -99.9% | -54.8% | -45.1% | -99.9% |
| 3Y | -100.0% | +25.0% | -125.0% | -100.0% |
| 5Y | -100.0% | -65.3% | -34.7% | -100.0% |
| All | -100.0% | -60.6% | -39.4% | -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