+32.0%
COP vs ALHC
+25.0%
+7.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | +3.4% | -0.8% | +4.2% | +3.4% |
| 30D | -0.6% | -9.6% | +9.0% | -0.7% |
| 3M | +10.8% | -44.5% | +55.3% | +9.8% |
| 6M | +19.6% | -59.2% | +78.8% | +18.1% |
| YTD | +52.9% | -62.0% | +114.9% | +51.0% |
| 1Y | +62.2% | -54.8% | +117.0% | +60.2% |
| All | +32.0% | +25.0% | +7.0% | +32.9% |
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