-65.4%
ZM vs ALHC
-64.2%
-1.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.6% |
| 7D | -5.9% | +1.0% | -6.8% | -6.1% |
| 30D | -5.2% | -14.2% | +9.0% | -3.7% |
| 3M | -11.3% | -45.1% | +33.9% | -5.4% |
| 6M | -14.5% | -59.5% | +45.0% | -7.2% |
| YTD | +4.2% | -62.8% | +67.0% | +13.4% |
| 1Y | +9.3% | -55.5% | +64.8% | +15.1% |
| 3Y | +45.4% | +25.7% | +19.7% | +11.2% |
| All | -65.4% | -64.2% | -1.2% | -66.4% |
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