+33.7%
HAL vs COPX
+118.6%
-84.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| YTD | +21.2% | -3.2% | +24.4% | +10.2% |
| 1Y | +27.5% | +15.2% | +12.4% | +2.6% |
| 3Y | -6.4% | +127.6% | -134.1% | -56.8% |
| 5Y | +58.0% | +106.0% | -48.0% | -23.8% |
| 10Y | -14.6% | +313.7% | -328.3% | -75.6% |
| All | +33.7% | +118.6% | -84.9% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling