-21.8%
ALHC vs COO
-27.3%
+5.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.5% |
| 7D | -0.6% | -2.2% | +1.6% | +0.2% |
| 30D | -1.0% | -7.0% | +6.0% | +1.5% |
| 3M | -10.2% | +12.2% | -22.4% | -14.2% |
| 6M | -28.3% | -15.1% | -13.2% | -24.4% |
| YTD | -31.4% | -15.1% | -16.4% | -27.8% |
| 1Y | -16.9% | +2.3% | -19.3% | -18.4% |
| 3Y | +135.5% | -23.7% | +159.2% | +148.5% |
| 5Y | -33.6% | -38.9% | +5.3% | -21.7% |
| All | -21.8% | -27.3% | +5.5% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling