+36.3%
HBAN vs COPX
+163.4%
-127.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.0% | -2.3% | +1.4% | -0.5% |
| 30D | -5.6% | +0.3% | -5.9% | -6.0% |
| 3M | -1.1% | +6.8% | -8.0% | -4.0% |
| 6M | +9.9% | +7.9% | +1.9% | +4.9% |
| YTD | -0.9% | +23.7% | -24.7% | -11.2% |
| 1Y | -1.4% | +71.5% | -72.9% | -22.1% |
| 3Y | +78.2% | +149.1% | -70.9% | +16.3% |
| All | +36.3% | +163.4% | -127.1% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling