+140.9%
COPX vs ALHC
+30.0%
+110.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.5% | -8.7% | -3.3% |
| 7D | +1.6% | +3.8% | -2.2% | +1.5% |
| 30D | -15.0% | +1.7% | -16.7% | -15.0% |
| 3M | -18.6% | -44.3% | +25.7% | -17.3% |
| 6M | -14.9% | -57.2% | +42.3% | -12.9% |
| YTD | +1.8% | -61.2% | +63.0% | +4.4% |
| 1Y | +19.7% | -53.2% | +72.8% | +22.2% |
| 3Y | +140.9% | +27.8% | +113.0% | +141.0% |
| All | +140.9% | +30.0% | +110.9% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling