+47.8%
COF vs ALHC
-27.5%
+75.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.7% | -1.2% |
| 7D | -2.7% | -4.1% | +1.5% | -2.3% |
| 30D | -3.4% | -5.4% | +2.1% | -2.9% |
| 3M | +15.4% | -32.1% | +47.5% | +18.9% |
| 6M | +14.4% | -28.5% | +42.9% | +16.5% |
| YTD | -12.0% | -34.0% | +22.0% | -9.8% |
| 1Y | -3.7% | -20.9% | +17.2% | -3.1% |
| 3Y | +121.1% | +151.5% | -30.5% | +89.3% |
| 5Y | +47.8% | -28.8% | +76.7% | +34.7% |
| All | +47.8% | -27.5% | +75.3% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling