-24.7%
ALHC vs COO
-33.7%
+8.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.2% | +3.0% | -0.9% |
| 7D | -4.1% | -9.0% | +4.8% | -0.8% |
| 30D | -5.4% | -16.8% | +11.4% | +1.1% |
| 3M | -32.1% | -7.5% | -24.6% | -30.5% |
| 6M | -28.5% | -16.3% | -12.2% | -24.1% |
| YTD | -34.0% | -22.5% | -11.5% | -28.1% |
| 1Y | -20.9% | -7.0% | -13.9% | -19.6% |
| 3Y | +151.5% | -27.5% | +179.0% | +167.5% |
| 5Y | -28.8% | -43.3% | +14.5% | -13.8% |
| All | -24.7% | -33.7% | +8.9% | -17.9% |
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