0.0%
ZS vs ALHC
-28.9%
+28.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -7.8% | -0.6% | -7.2% | -7.8% |
| 30D | +5.0% | -1.0% | +6.1% | +5.0% |
| 3M | +25.5% | -10.2% | +35.7% | +25.3% |
| 6M | +8.7% | -28.3% | +37.0% | +11.3% |
| YTD | -24.5% | -31.4% | +6.9% | -22.4% |
| 1Y | -36.7% | -16.9% | -19.8% | -37.6% |
| 3Y | +7.2% | +135.5% | -128.3% | -25.0% |
| 5Y | -40.9% | -33.6% | -7.3% | -49.6% |
| All | 0.0% | -28.9% | +28.9% | -16.4% |
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 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