+71.5%
COPX vs HRB
-6.2%
+77.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | 0.0% |
| 7D | -2.3% | -8.0% | +5.7% | -3.9% |
| 30D | +0.3% | -16.0% | +16.2% | -3.0% |
| 3M | +6.8% | +26.9% | -20.0% | +13.7% |
| 6M | +7.9% | +51.1% | -43.2% | +18.7% |
| YTD | +23.7% | +7.1% | +16.7% | +26.5% |
| 1Y | +71.5% | -9.6% | +81.2% | +65.0% |
| All | +71.5% | -6.2% | +77.7% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling