-43.7%
ZTS vs ALHC
-61.8%
+18.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +3.7% |
| 7D | -1.0% | +3.9% | -4.9% | -1.2% |
| 30D | +10.8% | -3.6% | +14.4% | +11.0% |
| 3M | +14.1% | -49.4% | +63.5% | +19.2% |
| 6M | +0.8% | -59.5% | +60.2% | +6.0% |
| YTD | -33.1% | -63.2% | +30.1% | -29.4% |
| 1Y | -30.0% | -55.5% | +25.5% | -27.3% |
| 3Y | -49.5% | +23.0% | -72.5% | -54.2% |
| 5Y | -60.2% | -65.7% | +5.5% | -62.5% |
| All | -43.7% | -61.8% | +18.1% | -46.5% |
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