-3.8%
HAL vs COPX
+168.3%
-172.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -1.3% | +6.0% | -7.3% | -2.8% |
| 30D | +10.9% | +6.4% | +4.5% | +8.9% |
| 3M | -5.8% | +19.3% | -25.1% | -10.8% |
| 6M | +8.1% | +16.2% | -8.1% | +1.8% |
| YTD | +33.2% | +33.2% | 0.0% | +17.3% |
| 1Y | +74.2% | +90.2% | -16.1% | +31.5% |
| All | -3.8% | +168.3% | -172.1% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling