+65.8%
ZETA vs ALHC
-14.5%
+80.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | -2.4% | -1.0% | -1.5% | -2.4% |
| 30D | +15.6% | -6.3% | +21.9% | +15.6% |
| 3M | +41.5% | -12.3% | +53.8% | +42.0% |
| 6M | +63.4% | -27.0% | +90.4% | +67.0% |
| YTD | +51.3% | -31.8% | +83.2% | +59.9% |
| 1Y | +65.8% | -17.0% | +82.8% | +62.7% |
| All | +65.8% | -14.5% | +80.3% | +62.7% |
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