+406.1%
HAS vs COPX
+130.1%
+276.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.7% |
| 7D | +3.3% | +1.6% | +1.6% | +2.7% |
| 30D | +30.5% | -15.0% | +45.6% | +36.5% |
| 3M | +29.9% | -18.6% | +48.5% | +36.8% |
| 6M | +26.5% | -14.9% | +41.5% | +29.7% |
| YTD | +51.9% | +1.8% | +50.1% | +44.9% |
| 1Y | +60.9% | +19.7% | +41.2% | +45.5% |
| 3Y | +215.0% | +140.9% | +74.1% | +123.4% |
| 5Y | +51.5% | +130.6% | -79.1% | +5.9% |
| 10Y | +102.2% | +326.5% | -224.2% | +6.6% |
| All | +406.1% | +130.1% | +276.1% | +188.4% |
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