+90.3%
ZETA vs ALHC
-51.4%
+141.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.1% | -7.5% | +2.4% |
| 7D | -5.0% | -0.5% | -4.5% | -5.1% |
| 30D | -3.3% | -4.2% | +0.9% | -3.4% |
| 3M | +31.0% | -39.8% | +70.8% | +30.0% |
| 6M | +72.2% | -57.7% | +129.9% | +79.7% |
| YTD | +56.2% | -58.8% | +115.0% | +67.2% |
| 1Y | +90.3% | -52.4% | +142.7% | +90.6% |
| All | +90.3% | -51.4% | +141.7% | +90.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling