+330.2%
COHR vs ALHC
-31.6%
+361.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.7% |
| 7D | +13.0% | -4.1% | +17.1% | +13.3% |
| 30D | -6.7% | -5.4% | -1.2% | -6.3% |
| 3M | -14.7% | -32.1% | +17.4% | -12.9% |
| 6M | +20.3% | -28.5% | +48.8% | +21.4% |
| YTD | +64.4% | -34.0% | +98.5% | +66.9% |
| 1Y | +205.9% | -20.9% | +226.8% | +204.9% |
| 3Y | +814.1% | +151.5% | +662.6% | +654.8% |
| 5Y | +387.4% | -28.8% | +416.2% | +349.3% |
| All | +330.2% | -31.6% | +361.8% | +292.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling