+404.7%
HAS vs COPX
+124.2%
+280.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.2% | -1.1% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | +26.6% | -15.9% | +42.5% | +32.8% |
| 3M | +29.0% | -19.6% | +48.6% | +36.3% |
| 6M | +30.6% | -21.5% | +52.1% | +37.2% |
| YTD | +51.5% | -0.8% | +52.3% | +45.6% |
| 1Y | +58.5% | +15.2% | +43.3% | +45.0% |
| 3Y | +214.1% | +134.7% | +79.4% | +124.5% |
| 5Y | +50.2% | +111.3% | -61.1% | +7.9% |
| 10Y | +100.0% | +324.3% | -224.3% | +5.7% |
| All | +404.7% | +124.2% | +280.5% | +189.8% |
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