+181.4%
COR vs ALHC
-64.2%
+245.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.7% |
| 7D | +0.8% | +1.0% | -0.1% | +0.8% |
| 30D | +5.1% | -14.2% | +19.3% | +5.5% |
| 3M | +2.8% | -45.1% | +48.0% | +4.2% |
| 6M | +32.5% | -59.5% | +92.1% | +34.8% |
| YTD | -0.7% | -62.8% | +62.2% | +1.2% |
| 1Y | -6.7% | -55.5% | +48.8% | -5.4% |
| 3Y | +73.7% | +25.7% | +48.0% | +72.2% |
| All | +181.4% | -64.2% | +245.6% | +175.3% |
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