+1,224.7%
HD vs COPX
+198.0%
+1,026.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -3.4% |
| 7D | -1.2% | +5.8% | -6.9% | -2.7% |
| 30D | -11.1% | +7.2% | -18.4% | -12.9% |
| 3M | +2.0% | +16.5% | -14.5% | -2.7% |
| 6M | -10.5% | +18.4% | -28.9% | -15.8% |
| YTD | -6.9% | +31.9% | -38.8% | -15.6% |
| 1Y | -23.2% | +88.5% | -111.7% | -37.3% |
| 3Y | +3.1% | +173.1% | -170.0% | -26.1% |
| 5Y | +7.4% | +193.1% | -185.7% | -26.8% |
| 10Y | +205.0% | +591.7% | -386.7% | +51.1% |
| All | +1,224.7% | +198.0% | +1,026.7% | +664.4% |
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