+233.4%
COST vs ALHC
-61.4%
+294.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.4% |
| 7D | +5.0% | +0.3% | +4.7% | +5.0% |
| 30D | +12.8% | -10.6% | +23.4% | +13.3% |
| 3M | +15.2% | -45.3% | +60.5% | +18.2% |
| 6M | +7.4% | -59.7% | +67.1% | +11.1% |
| YTD | +29.0% | -62.7% | +91.8% | +33.6% |
| 1Y | +20.3% | -56.1% | +76.4% | +23.3% |
| 3Y | +99.0% | +21.3% | +77.7% | +86.4% |
| 5Y | +125.7% | -66.0% | +191.6% | +116.1% |
| All | +233.4% | -61.4% | +294.8% | +213.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling