-100.0%
ZCMD vs ALHC
-63.9%
-36.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.5% | -9.3% | -4.0% |
| 7D | -3.0% | +3.8% | -6.8% | -3.2% |
| 30D | -39.5% | +1.7% | -41.2% | -39.6% |
| 3M | -57.8% | -44.3% | -13.5% | -56.7% |
| 6M | -99.7% | -57.2% | -42.5% | -99.7% |
| YTD | -99.9% | -61.2% | -38.7% | -99.8% |
| 1Y | -99.9% | -53.2% | -46.7% | -99.9% |
| 3Y | -100.0% | +27.8% | -127.8% | -100.0% |
| 5Y | -100.0% | -65.4% | -34.6% | -100.0% |
| All | -100.0% | -63.9% | -36.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling