+175.6%
COST vs ALHC
-28.9%
+204.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.1% | -0.6% | -2.6% | -3.1% |
| 30D | -2.8% | -1.0% | -1.8% | -2.8% |
| 3M | -5.7% | -10.2% | +4.5% | -5.9% |
| 6M | -8.8% | -28.3% | +19.5% | -8.1% |
| YTD | +6.7% | -31.4% | +38.1% | +7.6% |
| 1Y | -3.6% | -16.9% | +13.3% | -4.0% |
| 3Y | +75.1% | +135.5% | -60.4% | +58.3% |
| 5Y | +108.9% | -33.6% | +142.5% | +95.0% |
| All | +175.6% | -28.9% | +204.5% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling