-55.7%
ALHC vs COO
-33.6%
-22.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.7% |
| 7D | +3.8% | +4.5% | -0.7% | +2.3% |
| 30D | +1.7% | +16.9% | -15.3% | -3.7% |
| 3M | -44.3% | -16.7% | -27.6% | -40.9% |
| 6M | -57.2% | +5.9% | -63.2% | -58.5% |
| YTD | -61.2% | -22.4% | -38.7% | -58.0% |
| 1Y | -53.2% | -10.1% | -43.1% | -51.9% |
| 3Y | +27.8% | -22.8% | +50.6% | +30.4% |
| 5Y | -65.4% | -41.4% | -24.0% | -58.6% |
| All | -55.7% | -33.6% | -22.1% | -52.0% |
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