-61.4%
ZTS vs ALHC
-33.5%
-27.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | +1.9% | -1.0% | +2.9% | +1.9% |
| 3M | -4.0% | -10.2% | +6.2% | -4.2% |
| 6M | -39.1% | -28.3% | -10.8% | -38.3% |
| YTD | -38.8% | -31.4% | -7.4% | -37.9% |
| 1Y | -49.6% | -16.9% | -32.6% | -49.8% |
| 3Y | -59.0% | +135.5% | -194.5% | -65.0% |
| All | -61.4% | -33.5% | -27.9% | -66.0% |
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