+6.2%
HD vs COPX
+193.3%
-187.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.2% |
| 7D | -1.8% | +6.0% | -7.8% | -3.0% |
| 30D | -10.8% | +6.4% | -17.3% | -12.0% |
| 3M | -2.7% | +19.3% | -22.0% | -6.5% |
| 6M | -10.3% | +16.2% | -26.5% | -14.1% |
| YTD | -7.8% | +33.2% | -41.0% | -14.9% |
| 1Y | -23.1% | +90.2% | -113.4% | -34.8% |
| 3Y | +2.0% | +175.7% | -173.7% | -22.6% |
| 5Y | +6.2% | +193.1% | -186.9% | -21.5% |
| All | +6.2% | +193.3% | -187.1% | -21.5% |
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 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