+264.7%
ZETA vs ALHC
-69.2%
+333.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.4% | +4.6% |
| 7D | +6.2% | +3.9% | +2.4% | +5.6% |
| 30D | -2.0% | -3.6% | +1.6% | -1.6% |
| 3M | +21.7% | -49.4% | +71.1% | +32.9% |
| 6M | +89.1% | -59.5% | +148.6% | +108.8% |
| YTD | +59.3% | -63.2% | +122.5% | +78.0% |
| 1Y | +66.2% | -55.5% | +121.7% | +78.8% |
| 3Y | +297.3% | +23.0% | +274.3% | +226.7% |
| 5Y | +227.5% | -65.7% | +293.2% | +180.7% |
| All | +264.7% | -69.2% | +333.9% | +222.3% |
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