+202.4%
COPX vs HRB
+372.0%
-169.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.5% | +10.6% | +5.6% |
| 7D | +5.8% | -9.1% | +14.8% | +8.0% |
| 30D | +7.2% | +0.3% | +7.0% | +6.5% |
| 3M | +16.5% | +23.4% | -6.9% | +9.3% |
| 6M | +18.4% | +45.1% | -26.7% | +5.0% |
| YTD | +31.9% | +8.9% | +23.0% | +25.4% |
| 1Y | +88.5% | -7.9% | +96.4% | +86.9% |
| 3Y | +173.1% | +27.9% | +145.2% | +140.2% |
| 5Y | +193.1% | +108.3% | +84.8% | +116.8% |
| 10Y | +591.7% | +208.4% | +383.2% | +310.7% |
| All | +202.4% | +372.0% | -169.6% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling