-2.2%
ZS vs ALHC
-31.6%
+29.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.1% |
| 7D | -3.8% | -4.1% | +0.3% | -3.2% |
| 30D | -6.0% | -5.4% | -0.5% | -5.4% |
| 3M | +32.0% | -32.1% | +64.1% | +38.7% |
| 6M | +2.1% | -28.5% | +30.6% | +4.5% |
| YTD | -26.2% | -34.0% | +7.9% | -23.7% |
| 1Y | -41.2% | -20.9% | -20.2% | -41.5% |
| 3Y | +3.3% | +151.5% | -148.2% | -29.4% |
| 5Y | -40.7% | -28.8% | -11.9% | -50.0% |
| All | -2.2% | -31.6% | +29.4% | -17.8% |
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