+106.2%
COST vs ALHC
-30.5%
+136.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -3.2% | -1.0% | -2.2% | -3.1% |
| 30D | -4.0% | -6.3% | +2.4% | -3.7% |
| 3M | -6.5% | -12.3% | +5.8% | -6.6% |
| 6M | -8.5% | -27.0% | +18.5% | -7.9% |
| YTD | +6.0% | -31.8% | +37.9% | +7.0% |
| 1Y | -5.8% | -17.0% | +11.2% | -6.2% |
| 3Y | +71.8% | +159.8% | -88.0% | +51.4% |
| 5Y | +106.2% | -25.1% | +131.4% | +93.9% |
| All | +106.2% | -30.5% | +136.7% | +93.9% |
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 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