+332.8%
COHR vs ALHC
-33.8%
+366.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.2% |
| 7D | +8.3% | -6.9% | +15.2% | +8.9% |
| 30D | -14.1% | -6.7% | -7.4% | -13.7% |
| 3M | -16.0% | -37.7% | +21.7% | -13.7% |
| 6M | +21.5% | -30.0% | +51.4% | +22.8% |
| YTD | +65.4% | -36.2% | +101.6% | +68.3% |
| 1Y | +195.0% | -22.9% | +217.9% | +194.5% |
| 3Y | +830.2% | +138.4% | +691.8% | +672.1% |
| 5Y | +397.1% | -32.8% | +429.9% | +360.8% |
| All | +332.8% | -33.8% | +366.6% | +296.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling