-50.2%
ZTS vs ALHC
-31.6%
-18.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.1% |
| 7D | -3.8% | -4.1% | +0.4% | -3.5% |
| 30D | -2.0% | -5.4% | +3.4% | -1.7% |
| 3M | -10.2% | -32.1% | +21.9% | -8.1% |
| 6M | -39.4% | -28.5% | -10.9% | -38.6% |
| YTD | -40.8% | -34.0% | -6.8% | -39.8% |
| 1Y | -50.1% | -20.9% | -29.2% | -50.1% |
| 3Y | -58.9% | +151.5% | -210.4% | -64.8% |
| 5Y | -62.4% | -28.8% | -33.5% | -65.9% |
| All | -50.2% | -31.6% | -18.6% | -54.4% |
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 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