-57.5%
ALHC vs COO
-34.5%
-22.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | -10.6% | +14.2% | -24.7% | -14.6% |
| 3M | -45.3% | -18.2% | -27.1% | -41.5% |
| 6M | -59.7% | +5.3% | -65.1% | -60.8% |
| YTD | -62.7% | -23.6% | -39.2% | -59.5% |
| 1Y | -56.1% | -12.7% | -43.4% | -54.5% |
| 3Y | +21.3% | -24.2% | +45.4% | +24.6% |
| 5Y | -66.0% | -40.0% | -26.0% | -59.4% |
| All | -57.5% | -34.5% | -22.9% | -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