+167.6%
COPX vs HRB
+109.9%
+57.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -7.0% |
| 7D | -2.9% | -12.2% | +9.3% | -2.3% |
| 30D | 0.0% | -3.0% | +3.0% | +0.1% |
| 3M | +14.8% | +21.7% | -6.9% | +12.9% |
| 6M | +7.0% | +52.3% | -45.3% | +2.4% |
| YTD | +23.8% | +6.5% | +17.4% | +24.7% |
| 1Y | +75.7% | -6.7% | +82.4% | +80.4% |
| 3Y | +156.4% | +25.1% | +131.3% | +142.4% |
| 5Y | +167.6% | +113.8% | +53.8% | +132.5% |
| All | +167.6% | +109.9% | +57.7% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling