+203.4%
HD vs COPX
+584.4%
-381.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | +0.4% |
| 7D | -3.9% | -2.9% | -1.0% | -3.2% |
| 30D | -13.1% | 0.0% | -13.2% | -13.3% |
| 3M | -3.4% | +14.8% | -18.2% | -7.9% |
| 6M | -12.6% | +7.0% | -19.6% | -15.8% |
| YTD | -9.2% | +23.8% | -33.1% | -17.2% |
| 1Y | -23.9% | +75.7% | -99.6% | -38.1% |
| 3Y | +0.4% | +156.4% | -156.0% | -29.8% |
| 5Y | +4.5% | +167.6% | -163.0% | -30.7% |
| All | +203.4% | +584.4% | -381.0% | +27.5% |
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