-69.9%
ZM vs ALHC
-29.3%
-40.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.7% |
| 7D | +1.6% | -1.0% | +2.6% | +1.8% |
| 30D | -7.7% | -6.3% | -1.4% | -7.1% |
| 3M | -4.7% | -12.3% | +7.7% | -5.3% |
| 6M | +24.4% | -27.0% | +51.4% | +25.8% |
| YTD | +11.8% | -31.8% | +43.6% | +13.8% |
| 1Y | +13.4% | -17.0% | +30.4% | +11.2% |
| 3Y | +33.8% | +159.8% | -126.0% | -7.2% |
| 5Y | -67.2% | -25.1% | -42.0% | -71.8% |
| All | -69.9% | -29.3% | -40.5% | -74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling