+252.6%
ZETA vs ALHC
-42.6%
+295.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +206.1% |
| 5Y | +324.8% | -33.6% | +358.4% | +244.2% |
| All | +252.6% | -42.6% | +295.3% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling