+172.3%
COST vs ALHC
-33.8%
+206.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.3% |
| 7D | -1.2% | -6.9% | +5.7% | -0.9% |
| 30D | -4.7% | -6.7% | +2.0% | -4.4% |
| 3M | -7.1% | -37.7% | +30.6% | -5.4% |
| 6M | -8.5% | -30.0% | +21.4% | -7.8% |
| YTD | +5.4% | -36.2% | +41.5% | +6.7% |
| 1Y | -5.6% | -22.9% | +17.2% | -5.6% |
| 3Y | +68.5% | +138.4% | -69.9% | +51.8% |
| 5Y | +105.2% | -32.8% | +138.0% | +92.4% |
| All | +172.3% | -33.8% | +206.1% | +150.4% |
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