+205.1%
COPX vs ALHC
-31.6%
+236.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.1% |
| 7D | +6.0% | -4.1% | +10.1% | +6.2% |
| 30D | +6.4% | -5.4% | +11.9% | +6.7% |
| 3M | +19.3% | -32.1% | +51.4% | +21.6% |
| 6M | +16.2% | -28.5% | +44.7% | +17.6% |
| YTD | +33.2% | -34.0% | +67.2% | +35.3% |
| 1Y | +90.2% | -20.9% | +111.2% | +91.1% |
| 3Y | +175.7% | +151.5% | +24.1% | +145.3% |
| 5Y | +193.1% | -28.8% | +222.0% | +176.2% |
| All | +205.1% | -31.6% | +236.7% | +168.8% |
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