+58.0%
HAS vs COPX
+584.4%
-526.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.0% | +8.3% | +3.6% |
| 7D | -3.1% | -2.9% | -0.2% | -2.3% |
| 30D | -6.4% | 0.0% | -6.4% | -6.8% |
| 3M | +10.4% | +14.8% | -4.4% | +4.3% |
| 6M | -3.7% | +7.0% | -10.7% | -8.3% |
| YTD | +12.5% | +23.8% | -11.4% | +0.4% |
| 1Y | +19.8% | +75.7% | -55.9% | -6.2% |
| 3Y | +46.0% | +156.4% | -110.4% | -3.0% |
| 5Y | +12.5% | +167.6% | -155.1% | -29.1% |
| All | +58.0% | +584.4% | -526.4% | -40.1% |
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