+120.8%
COF vs ALHC
+151.5%
-30.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.7% | -1.3% |
| 7D | -2.7% | -4.1% | +1.5% | -2.4% |
| 30D | -3.4% | -5.4% | +2.1% | -3.0% |
| 3M | +15.4% | -32.1% | +47.5% | +18.0% |
| 6M | +14.4% | -28.5% | +42.9% | +16.0% |
| YTD | -12.0% | -34.0% | +22.0% | -10.3% |
| 1Y | -3.7% | -20.9% | +17.2% | -2.9% |
| All | +120.8% | +151.5% | -30.7% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 3y: compounded portfolio wealth divided by compounded ALHC 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…
3y analysis · Full analysis span regression · 6 months rolling