+248.6%
HD vs COPX
+307.7%
-59.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.8% |
| 7D | +1.5% | -2.8% | +4.4% | +2.3% |
| 30D | +18.0% | -14.3% | +32.3% | +22.8% |
| 3M | +2.8% | -19.0% | +21.8% | +8.2% |
| 6M | +17.0% | -24.4% | +41.4% | +24.3% |
| YTD | +3.5% | -3.2% | +6.8% | +0.6% |
| 1Y | -2.6% | +15.2% | -17.7% | -10.4% |
| 3Y | +30.7% | +127.6% | -96.9% | -6.8% |
| 5Y | +6.2% | +106.0% | -99.8% | -24.4% |
| All | +248.6% | +307.7% | -59.2% | +61.1% |
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 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