-58.0%
ALHC vs COO
-33.2%
-24.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.8% |
| 7D | +3.9% | +4.3% | -0.4% | +2.5% |
| 30D | -3.6% | +17.6% | -21.2% | -8.9% |
| 3M | -49.4% | -13.9% | -35.5% | -46.9% |
| 6M | -59.5% | +6.6% | -66.0% | -60.7% |
| YTD | -63.2% | -22.0% | -41.2% | -60.2% |
| 1Y | -55.5% | -8.8% | -46.7% | -54.5% |
| 3Y | +23.0% | -21.5% | +44.5% | +24.4% |
| 5Y | -65.7% | -41.0% | -24.7% | -59.1% |
| All | -58.0% | -33.2% | -24.8% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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