-57.6%
ALHC vs COO
-34.8%
-22.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.3% |
| 7D | +1.0% | +4.7% | -3.8% | -0.5% |
| 30D | -14.2% | +13.9% | -28.1% | -17.9% |
| 3M | -45.1% | -14.9% | -30.2% | -42.2% |
| 6M | -59.5% | +2.0% | -61.6% | -60.2% |
| YTD | -62.8% | -23.9% | -38.9% | -59.5% |
| 1Y | -55.5% | -9.6% | -45.9% | -54.4% |
| 3Y | +25.7% | -25.4% | +51.1% | +30.4% |
| 5Y | -66.8% | -41.2% | -25.6% | -60.2% |
| All | -57.6% | -34.8% | -22.8% | -53.7% |
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