-42.3%
ZS vs ALHC
-30.5%
-11.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.5% |
| 7D | -9.2% | -1.0% | -8.3% | -9.1% |
| 30D | -4.0% | -6.3% | +2.3% | -3.2% |
| 3M | +25.3% | -12.3% | +37.6% | +25.6% |
| 6M | -1.3% | -27.0% | +25.7% | +0.8% |
| YTD | -28.0% | -31.8% | +3.8% | -25.9% |
| 1Y | -42.5% | -17.0% | -25.5% | -43.3% |
| 3Y | +0.7% | +159.8% | -159.1% | -32.8% |
| 5Y | -42.3% | -25.1% | -17.2% | -53.0% |
| All | -42.3% | -30.5% | -11.8% | -53.0% |
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