+60.7%
COP vs ALHC
-51.4%
+112.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +10.1% | -15.3% | -4.8% |
| 7D | -8.1% | -0.5% | -7.6% | -8.0% |
| 30D | +6.7% | -4.2% | +10.9% | +6.7% |
| 3M | +16.9% | -39.8% | +56.7% | +14.9% |
| 6M | +11.2% | -57.7% | +68.9% | +8.0% |
| YTD | +49.5% | -58.8% | +108.3% | +43.7% |
| 1Y | +60.7% | -52.4% | +113.1% | +55.5% |
| All | +60.7% | -51.4% | +112.1% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling