-14.9%
HAL vs COPX
+307.7%
-322.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +4.7% |
| 7D | +6.1% | -2.8% | +8.9% | +7.7% |
| 30D | +2.9% | -14.3% | +17.2% | +12.2% |
| 3M | +3.3% | -19.0% | +22.4% | +15.3% |
| 6M | -16.9% | -24.4% | +7.5% | -6.2% |
| YTD | +21.2% | -3.2% | +24.4% | +8.8% |
| 1Y | +27.5% | +15.2% | +12.4% | +0.4% |
| 3Y | -6.4% | +127.6% | -134.1% | -60.6% |
| 5Y | +58.0% | +106.0% | -48.0% | -31.2% |
| All | -14.9% | +307.7% | -322.6% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling