+3.5%
COR vs ALHC
-51.4%
+55.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.1% | -6.2% | +3.6% |
| 7D | +9.1% | -0.5% | +9.6% | +9.1% |
| 30D | +12.4% | -4.2% | +16.6% | +12.4% |
| 3M | +15.8% | -39.8% | +55.6% | +17.6% |
| 6M | +17.1% | -57.7% | +74.8% | +18.7% |
| YTD | +5.4% | -58.8% | +64.2% | +7.3% |
| 1Y | +3.5% | -52.4% | +55.9% | +3.9% |
| All | +3.5% | -51.4% | +55.0% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling