+190.3%
COPX vs ALHC
-28.9%
+219.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.0% | -0.6% | -3.4% | -4.0% |
| 30D | +4.5% | -1.0% | +5.6% | +4.6% |
| 3M | +0.8% | -10.2% | +11.0% | +0.9% |
| 6M | +3.2% | -28.3% | +31.5% | +4.4% |
| YTD | +26.7% | -31.4% | +58.2% | +28.5% |
| 1Y | +85.7% | -16.9% | +102.6% | +86.0% |
| 3Y | +151.2% | +135.5% | +15.7% | +125.0% |
| 5Y | +170.0% | -33.6% | +203.6% | +157.1% |
| All | +190.3% | -28.9% | +219.2% | +155.2% |
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