+246.3%
ZETA vs ALHC
-43.0%
+289.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -2.4% | -1.0% | -1.5% | -2.3% |
| 30D | +15.6% | -6.3% | +21.9% | +16.5% |
| 3M | +41.5% | -12.3% | +53.8% | +41.3% |
| 6M | +63.4% | -27.0% | +90.4% | +66.6% |
| YTD | +51.3% | -31.8% | +83.2% | +56.1% |
| 1Y | +65.8% | -17.0% | +82.8% | +64.4% |
| 3Y | +279.2% | +159.8% | +119.3% | +176.0% |
| 5Y | +341.8% | -25.1% | +366.9% | +250.0% |
| All | +246.3% | -43.0% | +289.3% | +182.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling