+93.3%
HAL vs COPX
+163.4%
-70.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.3% | -2.3% | -1.0% | -2.5% |
| 30D | +8.2% | +0.3% | +7.9% | +7.6% |
| 3M | -9.4% | +6.8% | -16.3% | -13.3% |
| 6M | +0.6% | +7.9% | -7.3% | -6.5% |
| YTD | +28.6% | +23.7% | +4.8% | +8.6% |
| 1Y | +63.9% | +71.5% | -7.6% | +13.7% |
| 3Y | -7.1% | +149.1% | -156.2% | -52.1% |
| All | +93.3% | +163.4% | -70.0% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling