-68.3%
ZM vs ALHC
-28.9%
-39.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +2.9% | -0.6% | +3.5% | +3.0% |
| 30D | +0.7% | -1.0% | +1.7% | +0.6% |
| 3M | -3.7% | -10.2% | +6.5% | -4.7% |
| 6M | +29.9% | -28.3% | +58.2% | +31.8% |
| YTD | +17.4% | -31.4% | +48.9% | +19.5% |
| 1Y | +22.4% | -16.9% | +39.3% | +20.1% |
| 3Y | +41.3% | +135.5% | -94.2% | +0.7% |
| 5Y | -66.0% | -33.6% | -32.4% | -70.4% |
| All | -68.3% | -28.9% | -39.4% | -72.9% |
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 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