+348.6%
ZETA vs ALHC
+22.7%
+325.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.5% |
| 7D | +18.1% | +0.3% | +17.8% | +18.1% |
| 30D | +13.6% | -10.6% | +24.1% | +14.7% |
| 3M | +23.7% | -45.3% | +69.1% | +29.6% |
| 6M | +128.5% | -59.7% | +188.2% | +144.0% |
| YTD | +80.1% | -62.7% | +142.8% | +93.8% |
| 1Y | +98.0% | -56.1% | +154.1% | +107.7% |
| 3Y | +348.6% | +21.3% | +327.3% | +256.7% |
| All | +348.6% | +22.7% | +325.9% | +256.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling