+202.4%
COPX vs HBM
+124.2%
+78.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.8% | -1.6% | +1.2% |
| 7D | +5.8% | +7.4% | -1.6% | +2.1% |
| 30D | +7.2% | +5.1% | +2.2% | +4.5% |
| 3M | +16.5% | +11.1% | +5.4% | +10.1% |
| 6M | +18.4% | +30.2% | -11.8% | +3.4% |
| YTD | +31.9% | +46.2% | -14.3% | +8.8% |
| 1Y | +88.5% | +120.0% | -31.6% | +27.0% |
| 3Y | +173.1% | +527.4% | -354.3% | +7.2% |
| 5Y | +193.1% | +400.4% | -207.3% | +20.3% |
| 10Y | +591.7% | +621.5% | -29.8% | +81.1% |
| All | +202.4% | +124.2% | +78.3% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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