-43.3%
ZTS vs ALHC
-60.6%
+17.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +2.9% | +0.7% |
| 7D | +1.0% | -0.8% | +1.8% | +1.1% |
| 30D | +12.4% | -9.6% | +22.1% | +13.2% |
| 3M | +13.6% | -44.5% | +58.1% | +17.9% |
| 6M | +9.3% | -59.2% | +68.5% | +15.0% |
| YTD | -32.6% | -62.0% | +29.4% | -29.0% |
| 1Y | -30.0% | -54.8% | +24.8% | -27.4% |
| 3Y | -48.7% | +25.0% | -73.7% | -53.5% |
| 5Y | -59.3% | -65.3% | +6.0% | -61.7% |
| All | -43.3% | -60.6% | +17.4% | -46.2% |
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