+347.2%
ZETA vs ALHC
-33.5%
+380.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.1% |
| 7D | +2.7% | -0.6% | +3.2% | +2.7% |
| 30D | +15.8% | -1.0% | +16.8% | +15.8% |
| 3M | +35.4% | -10.2% | +45.6% | +34.7% |
| 6M | +67.1% | -28.3% | +95.4% | +70.9% |
| YTD | +54.1% | -31.4% | +85.5% | +58.7% |
| 1Y | +67.8% | -16.9% | +84.8% | +66.4% |
| 3Y | +311.4% | +135.5% | +175.9% | +206.3% |
| All | +347.2% | -33.5% | +380.7% | +229.9% |
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