+195.1%
COR vs ALHC
-65.9%
+261.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | -0.1% |
| 7D | +2.9% | -0.8% | +3.6% | +2.9% |
| 30D | +5.8% | -9.6% | +15.5% | +6.1% |
| 3M | +11.4% | -44.5% | +55.9% | +13.0% |
| 6M | +34.5% | -59.2% | +93.7% | +36.8% |
| YTD | +4.1% | -62.0% | +66.1% | +6.0% |
| 1Y | -3.1% | -54.8% | +51.7% | -1.8% |
| 3Y | +80.9% | +25.0% | +55.9% | +79.1% |
| 5Y | +195.1% | -65.3% | +260.5% | +187.3% |
| All | +195.1% | -65.9% | +261.0% | +187.3% |
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