+46.7%
HAL vs COPX
+186.2%
-139.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.2% |
| 7D | +2.9% | -4.0% | +6.9% | +5.5% |
| 30D | +17.0% | +4.5% | +12.5% | +13.3% |
| 3M | -9.7% | +0.8% | -10.5% | -12.6% |
| 6M | +8.6% | +3.2% | +5.4% | -0.3% |
| YTD | +33.0% | +26.7% | +6.3% | +4.1% |
| 1Y | +68.3% | +85.7% | -17.4% | -0.4% |
| 3Y | +0.1% | +151.2% | -151.1% | -55.2% |
| 5Y | +102.6% | +170.0% | -67.4% | -16.2% |
| 10Y | +3.8% | +572.9% | -569.1% | -77.7% |
| All | +46.7% | +186.2% | -139.5% | -52.8% |
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