+395.2%
HBAN vs COPX
+179.8%
+215.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | +3.5% |
| 7D | -1.9% | -2.9% | +1.0% | -1.0% |
| 30D | -5.9% | 0.0% | -5.9% | -6.3% |
| 3M | +0.2% | +14.8% | -14.6% | -7.0% |
| 6M | +6.6% | +7.0% | -0.4% | +0.1% |
| YTD | -1.7% | +23.8% | -25.6% | -15.1% |
| 1Y | -1.7% | +75.7% | -77.4% | -28.3% |
| 3Y | +74.9% | +156.4% | -81.5% | +2.7% |
| 5Y | +36.0% | +167.6% | -131.6% | -25.0% |
| 10Y | +156.9% | +569.1% | -412.2% | -15.0% |
| All | +395.2% | +179.8% | +215.4% | +126.1% |
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 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