+202.4%
ZETA vs ALHC
-64.2%
+266.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.9% | +8.2% | +5.8% |
| 7D | -0.4% | +1.0% | -1.4% | -0.6% |
| 30D | -8.0% | -14.2% | +6.1% | -6.1% |
| 3M | +21.4% | -45.1% | +66.5% | +31.8% |
| 6M | +80.1% | -59.5% | +139.6% | +100.6% |
| YTD | +52.5% | -62.8% | +115.3% | +71.6% |
| 1Y | +58.5% | -55.5% | +114.0% | +71.5% |
| 3Y | +281.7% | +25.7% | +256.0% | +203.0% |
| All | +202.4% | -64.2% | +266.6% | +184.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling