-100.0%
ZCMD vs ALHC
-59.6%
-40.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +1.4% | -5.5% | +6.9% | +1.6% |
| 30D | -29.9% | -4.9% | -24.9% | -29.7% |
| 3M | -54.9% | -41.7% | -13.1% | -53.6% |
| 6M | -99.7% | -55.2% | -44.5% | -99.6% |
| YTD | -99.9% | -61.1% | -38.8% | -99.8% |
| 1Y | -99.9% | -53.3% | -46.6% | -99.9% |
| 3Y | -100.0% | +28.2% | -128.2% | -100.0% |
| 5Y | -100.0% | -65.8% | -34.2% | -100.0% |
| All | -100.0% | -59.6% | -40.4% | -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