+149.1%
COPX vs HRB
+25.9%
+123.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -2.3% | -8.0% | +5.7% | -2.8% |
| 30D | +0.3% | -16.0% | +16.2% | -0.7% |
| 3M | +6.8% | +26.9% | -20.0% | +8.4% |
| 6M | +7.9% | +51.1% | -43.2% | +9.7% |
| YTD | +23.7% | +7.1% | +16.7% | +28.3% |
| 1Y | +71.5% | -9.6% | +81.2% | +80.6% |
| 3Y | +149.1% | +25.4% | +123.7% | +141.8% |
| All | +149.1% | +25.9% | +123.2% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling