-56.7%
ALHC vs COO
-35.0%
-21.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | -0.8% | -2.1% | +1.3% | -0.1% |
| 30D | -9.6% | +13.9% | -23.6% | -13.6% |
| 3M | -44.5% | -18.9% | -25.6% | -40.5% |
| 6M | -59.2% | +3.7% | -62.9% | -60.1% |
| YTD | -62.0% | -24.1% | -37.9% | -58.6% |
| 1Y | -54.8% | -14.2% | -40.6% | -52.8% |
| 3Y | +25.0% | -24.5% | +49.5% | +28.5% |
| 5Y | -65.3% | -40.4% | -24.9% | -58.5% |
| All | -56.7% | -35.0% | -21.7% | -52.7% |
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