+127.4%
COPX vs ALHC
-60.6%
+188.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -3.1% |
| 7D | +1.1% | -0.8% | +1.9% | +1.1% |
| 30D | -15.9% | -9.6% | -6.2% | -15.4% |
| 3M | -19.6% | -44.5% | +24.9% | -17.2% |
| 6M | -21.5% | -59.2% | +37.7% | -18.1% |
| YTD | -0.8% | -62.0% | +61.3% | +3.7% |
| 1Y | +15.2% | -54.8% | +70.0% | +19.0% |
| 3Y | +134.7% | +25.0% | +109.7% | +118.4% |
| 5Y | +111.3% | -65.3% | +176.6% | +108.3% |
| All | +127.4% | -60.6% | +188.0% | +106.0% |
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 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